-8.1%
LOW vs CTAS
+66.4%
-74.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -10.1% | -1.0% | -9.1% | -9.7% |
| 3M | -2.9% | +15.8% | -18.6% | -8.7% |
| 6M | -19.4% | -1.0% | -18.4% | -19.5% |
| YTD | -15.4% | +7.4% | -22.9% | -18.2% |
| 1Y | -24.9% | -0.1% | -24.8% | -25.4% |
| All | -8.1% | +66.4% | -74.5% | -27.2% |
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