+246.5%
GM vs CTAS
+3,514.1%
-3,267.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.9% | -1.8% | +3.8% | +3.1% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +5.9% | +11.7% | -5.8% | -1.9% |
| 6M | +12.4% | +0.7% | +11.7% | +10.4% |
| YTD | +8.6% | +7.4% | +1.2% | +2.2% |
| 1Y | +52.6% | -2.1% | +54.7% | +52.1% |
| 3Y | +169.7% | +62.9% | +106.7% | +86.1% |
| 5Y | +87.5% | +111.9% | -24.3% | +8.4% |
| 10Y | +233.0% | +652.2% | -419.2% | -17.1% |
| All | +246.5% | +3,514.1% | -3,267.6% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling