-2.5%
TEAM vs CTAS
+0.1%
-2.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.7% | +1.0% | -5.7% | -5.0% |
| 30D | +17.0% | -1.1% | +18.1% | +17.4% |
| 3M | +85.9% | +11.5% | +74.4% | +81.3% |
| 6M | +116.7% | +0.2% | +116.5% | +124.5% |
| YTD | +9.6% | +7.2% | +2.4% | +9.8% |
| 1Y | -2.5% | 0.0% | -2.5% | +3.1% |
| All | -2.5% | +0.1% | -2.7% | +3.1% |
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