+44.1%
IR vs CTAS
+109.9%
-65.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.4% |
| 7D | +3.7% | +1.2% | +2.5% | +2.9% |
| 30D | +7.4% | +12.8% | -5.3% | -0.3% |
| 3M | -5.9% | +10.3% | -16.2% | -11.8% |
| 6M | +5.6% | +32.0% | -26.4% | -12.2% |
| YTD | +4.8% | +19.1% | -14.3% | -7.1% |
| 1Y | +6.9% | +21.5% | -14.5% | -6.3% |
| 3Y | +27.6% | +76.0% | -48.5% | -17.6% |
| All | +44.1% | +109.9% | -65.8% | -20.9% |
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