+763.1%
PM vs CTAS
+3,657.2%
-2,894.0%
-42.9%
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% | -1.9% |
| 7D | -4.9% | -1.8% | -3.1% | -4.3% |
| 30D | -3.4% | -0.2% | -3.2% | -3.3% |
| 3M | +5.2% | +11.7% | -6.5% | +0.9% |
| 6M | +3.7% | +0.7% | +3.0% | +2.9% |
| YTD | +15.8% | +7.4% | +8.4% | +12.1% |
| 1Y | +17.4% | -2.1% | +19.5% | +17.4% |
| 3Y | +116.9% | +62.9% | +54.0% | +77.0% |
| 5Y | +117.3% | +111.9% | +5.4% | +57.8% |
| 10Y | +193.8% | +652.2% | -458.4% | +24.0% |
| All | +763.1% | +3,657.2% | -2,894.0% | +70.4% |
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