+39.4%
GM vs CTAS
+25.6%
+13.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +4.3% |
| 7D | +12.1% | +7.6% | +4.4% | +11.3% |
| 30D | +15.2% | +17.2% | -2.0% | +12.4% |
| 3M | +4.9% | +12.8% | -7.9% | +3.0% |
| 6M | +22.6% | +38.0% | -15.3% | +16.7% |
| YTD | +14.4% | +22.7% | -8.3% | +9.0% |
| 1Y | +39.4% | +25.6% | +13.8% | +29.6% |
| All | +39.4% | +25.6% | +13.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling