+9.6%
U vs CTAS
+66.0%
-56.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | -1.8% | -2.0% | -3.2% |
| 30D | +17.5% | -0.2% | +17.7% | +17.6% |
| 3M | +38.7% | +11.7% | +27.0% | +32.3% |
| 6M | +104.4% | +0.7% | +103.7% | +103.7% |
| YTD | -5.7% | +7.4% | -13.1% | -8.8% |
| 1Y | +3.7% | -2.1% | +5.8% | +4.5% |
| All | +9.6% | +66.0% | -56.4% | -28.2% |
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