+31,139.8%
HD vs CTAS
+23,129.2%
+8,010.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | -1.8% | -0.2% | -1.4% |
| 30D | -8.4% | -0.2% | -8.2% | -8.3% |
| 3M | +4.3% | +11.7% | -7.3% | -0.1% |
| 6M | -11.1% | +0.7% | -11.8% | -11.7% |
| YTD | -4.7% | +7.4% | -12.1% | -7.5% |
| 1Y | -19.8% | -2.1% | -17.7% | -19.5% |
| 3Y | +4.1% | +62.9% | -58.8% | -14.6% |
| 5Y | +10.3% | +111.9% | -101.6% | -17.9% |
| 10Y | +203.2% | +652.2% | -449.0% | +40.7% |
| All | +31,139.8% | +23,129.2% | +8,010.6% | +5,579.7% |
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