+151.8%
TER vs CTAS
+75.4%
+76.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.6% |
| 7D | -20.5% | +1.2% | -21.6% | -20.5% |
| 30D | -47.0% | +12.8% | -59.8% | -47.6% |
| 3M | -43.3% | +10.3% | -53.6% | -43.8% |
| 6M | -42.9% | +32.0% | -74.9% | -47.2% |
| YTD | +12.9% | +19.1% | -6.3% | +9.0% |
| 1Y | +18.2% | +21.5% | -3.3% | +12.9% |
| 3Y | +151.8% | +76.0% | +75.7% | +79.4% |
| All | +151.8% | +75.4% | +76.4% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling