+35,474.8%
LOW vs CTAS
+23,129.2%
+12,345.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | -0.9% | +11.7% | -12.6% | -5.6% |
| 6M | -20.1% | +0.7% | -20.8% | -20.6% |
| YTD | -13.9% | +7.4% | -21.3% | -16.8% |
| 1Y | -21.1% | -2.1% | -19.0% | -20.8% |
| 3Y | -6.6% | +62.9% | -69.6% | -25.6% |
| 5Y | +9.4% | +111.9% | -102.5% | -22.1% |
| 10Y | +220.5% | +652.2% | -431.7% | +33.7% |
| All | +35,474.8% | +23,129.2% | +12,345.6% | +4,504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling