-65.2%
TEAM vs CTAS
+114.0%
-179.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -17.2% | -0.7% | -16.5% | -16.5% |
| 30D | -25.1% | +10.3% | -35.3% | -30.9% |
| 3M | +3.9% | +10.2% | -6.3% | -4.5% |
| 6M | +69.1% | +34.4% | +34.7% | +30.9% |
| YTD | -4.5% | +19.6% | -24.0% | -19.3% |
| 1Y | -1.9% | +21.8% | -23.7% | -18.7% |
| 3Y | -9.3% | +74.1% | -83.4% | -55.6% |
| 5Y | -65.2% | +114.0% | -179.2% | -87.7% |
| All | -65.2% | +114.0% | -179.1% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling