+44.9%
IR vs CTAS
+115.9%
-71.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.5% | +2.0% | +0.5% | +1.3% |
| 30D | +9.2% | +8.7% | +0.5% | +3.6% |
| 3M | +0.9% | +13.3% | -12.3% | -6.8% |
| 6M | +19.2% | +39.4% | -20.1% | -4.2% |
| YTD | +7.5% | +21.5% | -14.0% | -5.8% |
| 1Y | +11.7% | +21.9% | -10.2% | -2.2% |
| 3Y | +23.9% | +73.6% | -49.7% | -18.8% |
| All | +44.9% | +115.9% | -71.0% | -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