+16.7%
U vs CTAS
+24.0%
-7.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.1% |
| 7D | +24.4% | +0.7% | +23.7% | +24.3% |
| 30D | +7.4% | +11.3% | -3.9% | +7.5% |
| 3M | +16.8% | +11.4% | +5.4% | +17.1% |
| 6M | +78.8% | +35.6% | +43.1% | +78.2% |
| YTD | +14.0% | +20.7% | -6.7% | +16.5% |
| 1Y | +16.7% | +22.8% | -6.1% | +22.9% |
| All | +16.7% | +24.0% | -7.2% | +22.9% |
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