+286.8%
SMH vs CTAS
+66.0%
+220.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +0.9% | -1.1% | +1.9% | +1.0% |
| 3M | -2.8% | +11.5% | -14.3% | -6.9% |
| 6M | +45.6% | +0.2% | +45.5% | +46.1% |
| YTD | +59.5% | +7.2% | +52.3% | +54.6% |
| 1Y | +93.4% | 0.0% | +93.4% | +93.8% |
| All | +286.8% | +66.0% | +220.8% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling