+5,286.6%
O vs CTAS
+10,841.7%
-5,555.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +3.5% | +0.7% | +2.9% | +3.3% |
| 30D | +10.4% | +11.3% | -0.9% | +6.6% |
| 3M | -2.4% | +11.4% | -13.9% | -5.9% |
| 6M | -1.2% | +35.6% | -36.9% | -10.9% |
| YTD | +10.4% | +20.7% | -10.3% | +3.2% |
| 1Y | +11.4% | +22.8% | -11.4% | +3.5% |
| 3Y | +40.4% | +73.4% | -33.0% | +15.0% |
| 5Y | +12.1% | +117.6% | -105.4% | -15.4% |
| 10Y | +82.7% | +818.4% | -735.7% | -9.9% |
| All | +5,286.6% | +10,841.7% | -5,555.1% | +1,636.2% |
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