+1,497.9%
META vs CTAS
+2,821.3%
-1,323.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.4% |
| 7D | -3.1% | +3.8% | -6.9% | -5.0% |
| 30D | -18.1% | +15.5% | -33.6% | -24.1% |
| 3M | +2.9% | +12.7% | -9.9% | -3.7% |
| 6M | +0.2% | +34.5% | -34.3% | -15.0% |
| YTD | -8.1% | +21.3% | -29.4% | -17.9% |
| 1Y | -4.5% | +23.1% | -27.6% | -15.4% |
| 3Y | +94.2% | +79.3% | +14.8% | +37.9% |
| 5Y | +79.1% | +114.7% | -35.6% | +16.0% |
| 10Y | +405.9% | +867.1% | -461.2% | +56.9% |
| All | +1,497.9% | +2,821.3% | -1,323.4% | +259.3% |
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