+24.7%
LOW vs CTAS
+75.3%
-50.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +21.3% | +10.2% | +11.0% | +16.3% |
| 3M | +6.0% | +12.1% | -6.1% | +0.8% |
| 6M | +2.6% | +38.3% | -35.7% | -10.7% |
| YTD | -3.6% | +21.9% | -25.5% | -11.7% |
| 1Y | -1.0% | +24.0% | -25.0% | -9.9% |
| All | +24.7% | +75.3% | -50.7% | +0.3% |
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