+26.2%
MAR vs CTAS
-1.7%
+28.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | -1.8% | -2.3% | -3.5% |
| 30D | -6.7% | -0.2% | -6.5% | -6.6% |
| 3M | -12.5% | +11.7% | -24.2% | -16.3% |
| 6M | +0.6% | +0.7% | -0.1% | +1.3% |
| YTD | +9.1% | +7.4% | +1.7% | +6.1% |
| 1Y | +26.2% | -2.1% | +28.3% | +22.8% |
| All | +26.2% | -1.7% | +28.0% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling