+18.4%
U vs CTAS
+25.6%
-7.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.8% |
| 7D | +7.5% | +7.6% | -0.1% | +7.3% |
| 30D | -7.0% | +17.2% | -24.3% | -7.5% |
| 3M | +20.6% | +12.8% | +7.8% | +20.3% |
| 6M | +53.2% | +38.0% | +15.2% | +49.9% |
| YTD | -3.9% | +22.7% | -26.6% | -2.5% |
| 1Y | +18.4% | +25.6% | -7.3% | +21.0% |
| All | +18.4% | +25.6% | -7.3% | +21.0% |
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