+81.6%
GM vs CTAS
+107.0%
-25.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.4% |
| 30D | -3.4% | -3.1% | -0.3% | -1.9% |
| 3M | +8.7% | +10.3% | -1.6% | +2.7% |
| 6M | +15.4% | +1.6% | +13.8% | +13.7% |
| YTD | +6.6% | +6.3% | +0.3% | +1.9% |
| 1Y | +51.5% | -0.5% | +52.0% | +50.4% |
| 3Y | +169.3% | +64.6% | +104.8% | +77.0% |
| 5Y | +81.6% | +106.0% | -24.5% | -1.8% |
| All | +81.6% | +107.0% | -25.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling