+9.0%
LOW vs CTAS
+110.5%
-101.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -2.9% | +15.8% | -18.6% | -10.6% |
| 6M | -19.4% | -1.0% | -18.4% | -19.3% |
| YTD | -15.4% | +7.4% | -22.9% | -19.1% |
| 1Y | -24.9% | -0.1% | -24.8% | -25.4% |
| 3Y | -7.8% | +66.3% | -74.1% | -36.4% |
| All | +9.0% | +110.5% | -101.6% | -36.2% |
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 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