+11.9%
IR vs CTAS
+63.6%
-51.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | +6.1% | +11.7% | -5.6% | 0.0% |
| 6M | -16.8% | +0.7% | -17.5% | -17.3% |
| YTD | -3.5% | +7.4% | -10.9% | -7.3% |
| 1Y | -3.5% | -2.1% | -1.4% | -2.9% |
| All | +11.9% | +63.6% | -51.7% | -13.2% |
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