+39,776.7%
LOW vs CTAS
+26,175.4%
+13,601.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +1.4% | +2.0% | -0.6% | +0.6% |
| 30D | +21.7% | +8.7% | +13.0% | +17.5% |
| 3M | +5.0% | +13.3% | -8.3% | -0.4% |
| 6M | +4.6% | +39.4% | -34.8% | -9.5% |
| YTD | -3.5% | +21.5% | -25.0% | -11.5% |
| 1Y | +0.5% | +21.9% | -21.3% | -7.9% |
| 3Y | +24.8% | +73.6% | -48.8% | -3.2% |
| 5Y | +6.5% | +116.2% | -109.8% | -24.9% |
| 10Y | +294.6% | +818.2% | -523.6% | +51.6% |
| All | +39,776.7% | +26,175.4% | +13,601.3% | +4,796.7% |
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