+8,630.0%
TER vs CTAS
+25,665.7%
-17,035.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | -20.5% | +1.2% | -21.6% | -21.1% |
| 30D | -47.0% | +12.8% | -59.8% | -51.0% |
| 3M | -43.3% | +10.3% | -53.6% | -47.1% |
| 6M | -42.9% | +32.0% | -74.9% | -53.6% |
| YTD | +12.9% | +19.1% | -6.3% | -3.0% |
| 1Y | +18.2% | +21.5% | -3.3% | +0.3% |
| 3Y | +151.8% | +76.0% | +75.7% | +68.8% |
| 5Y | +54.2% | +110.9% | -56.6% | -5.7% |
| 10Y | +908.2% | +849.8% | +58.4% | +153.2% |
| All | +8,630.0% | +25,665.7% | -17,035.8% | +441.8% |
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