+229.5%
GM vs CTAS
+74.7%
+154.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.2% | +2.0% | -2.2% | -0.7% |
| 30D | +3.6% | +8.7% | -5.1% | +1.1% |
| 3M | -0.2% | +13.3% | -13.5% | -3.8% |
| 6M | +13.9% | +39.4% | -25.5% | +2.8% |
| YTD | +6.5% | +21.5% | -15.0% | +0.1% |
| 1Y | +20.7% | +21.9% | -1.2% | +13.3% |
| 3Y | +229.5% | +73.6% | +155.8% | +198.2% |
| All | +229.5% | +74.7% | +154.7% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling