-85.6%
SMR vs CTAS
+25.6%
-111.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.8% | -2.9% |
| 7D | -9.5% | +7.6% | -17.1% | -5.1% |
| 30D | -33.2% | +17.2% | -50.4% | -26.1% |
| 3M | -45.9% | +12.8% | -58.7% | -41.4% |
| 6M | -57.9% | +38.0% | -95.8% | -52.1% |
| YTD | -63.8% | +22.7% | -86.5% | -57.6% |
| 1Y | -85.6% | +25.6% | -111.3% | -82.9% |
| All | -85.6% | +25.6% | -111.2% | -82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling