+93.1%
META vs CTAS
+114.0%
-20.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +4.9% |
| 7D | +5.7% | -0.7% | +6.4% | +6.2% |
| 30D | -10.8% | +10.3% | -21.0% | -16.4% |
| 3M | +8.4% | +10.2% | -1.8% | +1.3% |
| 6M | +5.4% | +34.4% | -29.0% | -14.8% |
| YTD | -2.6% | +19.6% | -22.1% | -15.0% |
| 1Y | +3.5% | +21.8% | -18.3% | -11.0% |
| 3Y | +102.0% | +74.1% | +27.9% | +17.5% |
| 5Y | +93.1% | +114.0% | -21.0% | -15.4% |
| All | +93.1% | +114.0% | -20.9% | -15.4% |
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