+1,449.6%
NET vs CTAS
+250.0%
+1,199.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -7.0% | -1.8% | -5.2% | -6.0% |
| 30D | -4.8% | -0.2% | -4.6% | -4.8% |
| 3M | +3.8% | +11.7% | -7.9% | -3.4% |
| 6M | +50.0% | +0.7% | +49.3% | +47.4% |
| YTD | +41.5% | +7.4% | +34.1% | +33.6% |
| 1Y | +32.8% | -2.1% | +34.9% | +31.7% |
| 3Y | +335.9% | +62.9% | +272.9% | +208.5% |
| 5Y | +113.8% | +111.9% | +1.9% | +35.9% |
| All | +1,449.6% | +250.0% | +1,199.6% | +809.4% |
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 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