+62.1%
T vs CTAS
+73.4%
-11.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -1.7% | +10.3% | -12.0% | -3.8% |
| 3M | -7.3% | +10.2% | -17.5% | -9.4% |
| 6M | -11.2% | +34.4% | -45.6% | -16.7% |
| YTD | -8.1% | +19.6% | -27.6% | -11.6% |
| 1Y | -8.0% | +21.8% | -29.8% | -12.0% |
| 3Y | +62.1% | +74.1% | -12.0% | +53.5% |
| All | +62.1% | +73.4% | -11.2% | +53.5% |
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