+5,387.7%
O vs CTAS
+9,636.7%
-4,249.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -1.9% | -0.2% | -1.7% | -1.8% |
| 3M | +3.8% | +11.7% | -7.8% | 0.0% |
| 6M | -4.7% | +0.7% | -5.5% | -5.4% |
| YTD | +12.5% | +7.4% | +5.1% | +9.3% |
| 1Y | +10.8% | -2.1% | +12.9% | +10.8% |
| 3Y | +28.8% | +62.9% | -34.2% | +7.7% |
| 5Y | +13.2% | +111.9% | -98.7% | -13.8% |
| 10Y | +53.5% | +652.2% | -598.7% | -19.6% |
| All | +5,387.7% | +9,636.7% | -4,249.0% | +1,739.0% |
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