+47.4%
TER vs CTAS
+23.8%
+23.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.7% |
| 7D | +24.0% | +0.5% | +23.5% | +24.4% |
| 30D | -30.6% | +10.2% | -40.9% | -24.6% |
| 3M | -34.5% | +12.1% | -46.6% | -27.6% |
| 6M | -26.4% | +38.3% | -64.6% | -12.2% |
| YTD | +36.4% | +21.9% | +14.5% | +67.4% |
| 1Y | +47.4% | +24.0% | +23.4% | +82.2% |
| All | +47.4% | +23.8% | +23.6% | +82.2% |
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