+48.4%
IR vs CTAS
+113.1%
-64.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | -1.8% | -1.0% | -1.7% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | +6.1% | +11.7% | -5.6% | -1.6% |
| 6M | -16.8% | +0.7% | -17.5% | -17.7% |
| YTD | -3.5% | +7.4% | -10.9% | -8.6% |
| 1Y | -3.5% | -2.1% | -1.4% | -3.0% |
| 3Y | +9.5% | +62.9% | -53.5% | -25.9% |
| All | +48.4% | +113.1% | -64.7% | -20.1% |
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