+322.4%
NET vs CTAS
+80.7%
+241.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.0% |
| 7D | -16.4% | +7.6% | -24.0% | -17.6% |
| 30D | -25.8% | +17.2% | -43.1% | -28.4% |
| 3M | -11.5% | +12.8% | -24.3% | -13.9% |
| 6M | +18.9% | +38.0% | -19.0% | +9.0% |
| YTD | +35.2% | +22.7% | +12.5% | +27.3% |
| 1Y | +14.5% | +25.6% | -11.2% | +6.8% |
| All | +322.4% | +80.7% | +241.7% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling