-6.0%
U vs CTAS
-0.9%
-5.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -0.6% | -1.0% | +0.4% | -0.6% |
| 3M | +48.4% | +15.8% | +32.7% | +47.2% |
| 6M | +115.4% | -1.0% | +116.4% | +111.0% |
| YTD | -3.2% | +7.4% | -10.6% | -3.1% |
| 1Y | -6.0% | -0.1% | -5.9% | -12.7% |
| All | -6.0% | -0.9% | -5.1% | -12.7% |
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