+802.8%
TEAM vs CTAS
+866.2%
-63.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -0.4% | -1.8% | +1.4% | +0.6% |
| 30D | +67.3% | -0.2% | +67.5% | +67.5% |
| 3M | +86.8% | +11.7% | +75.1% | +75.9% |
| 6M | +146.8% | +0.7% | +146.1% | +144.5% |
| YTD | +16.9% | +7.4% | +9.5% | +11.5% |
| 1Y | +12.8% | -2.1% | +14.9% | +13.1% |
| 3Y | -7.3% | +62.9% | -70.2% | -31.0% |
| 5Y | -50.7% | +111.9% | -162.6% | -67.1% |
| 10Y | +529.8% | +652.2% | -122.4% | +130.4% |
| All | +802.8% | +866.2% | -63.4% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling