+47.0%
LLY vs CTAS
+22.8%
+24.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +19.7% | +10.3% | +9.5% | +16.4% |
| 3M | +19.3% | +10.2% | +9.1% | +15.8% |
| 6M | +49.3% | +34.4% | +15.0% | +39.1% |
| YTD | +32.0% | +19.6% | +12.5% | +23.8% |
| All | +47.0% | +22.8% | +24.2% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling