+637.6%
TEAM vs CTAS
+975.5%
-337.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -17.2% | -0.7% | -16.5% | -16.8% |
| 30D | -25.1% | +10.3% | -35.3% | -29.0% |
| 3M | +3.9% | +10.2% | -6.3% | -1.6% |
| 6M | +69.1% | +34.4% | +34.7% | +43.8% |
| YTD | -4.5% | +19.6% | -24.0% | -14.2% |
| 1Y | -1.9% | +21.8% | -23.7% | -12.8% |
| 3Y | -9.3% | +74.1% | -83.4% | -35.0% |
| 5Y | -65.2% | +114.0% | -179.2% | -77.3% |
| 10Y | +467.0% | +813.9% | -347.0% | +87.4% |
| All | +637.6% | +975.5% | -337.9% | +132.5% |
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 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