-6.4%
T vs CTAS
+25.6%
-32.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.6% |
| 7D | +5.5% | +7.6% | -2.2% | +4.1% |
| 30D | -8.9% | +17.2% | -26.1% | -11.6% |
| 3M | -5.6% | +12.8% | -18.3% | -7.7% |
| 6M | -14.3% | +38.0% | -52.2% | -18.0% |
| YTD | -7.9% | +22.7% | -30.6% | -10.3% |
| 1Y | -6.4% | +25.6% | -32.1% | -9.7% |
| All | -6.4% | +25.6% | -32.1% | -9.7% |
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