+5,241.4%
O vs CTAS
+10,699.9%
-5,458.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +3.7% | +1.2% | +2.6% | +3.3% |
| 30D | +11.2% | +12.8% | -1.6% | +6.9% |
| 3M | -4.0% | +10.3% | -14.3% | -7.1% |
| 6M | -5.2% | +32.0% | -37.2% | -13.8% |
| YTD | +9.5% | +19.1% | -9.7% | +2.8% |
| 1Y | +10.6% | +21.5% | -10.9% | +3.1% |
| 3Y | +38.1% | +76.0% | -37.9% | +12.6% |
| 5Y | +10.2% | +110.9% | -100.6% | -16.0% |
| 10Y | +71.4% | +849.8% | -778.4% | -16.2% |
| All | +5,241.4% | +10,699.9% | -5,458.5% | +1,628.9% |
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