-6.6%
TEAM vs CTAS
+24.0%
-30.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -22.2% | +0.7% | -22.9% | -22.2% |
| 30D | -28.1% | +11.3% | -39.4% | -29.9% |
| 3M | -2.2% | +11.4% | -13.6% | -4.7% |
| 6M | +62.2% | +35.6% | +26.6% | +56.0% |
| YTD | -8.4% | +20.7% | -29.1% | -9.4% |
| 1Y | -6.6% | +22.8% | -29.4% | -8.2% |
| All | -6.6% | +24.0% | -30.6% | -8.2% |
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