-68.0%
U vs CTAS
+114.7%
-182.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +48.4% | +15.8% | +32.7% | +27.0% |
| 6M | +115.4% | -1.0% | +116.4% | +113.5% |
| YTD | -3.2% | +7.4% | -10.6% | -12.3% |
| 1Y | -6.0% | -0.1% | -5.9% | -9.1% |
| 3Y | +13.5% | +66.3% | -52.8% | -52.9% |
| 5Y | -68.0% | +111.0% | -179.0% | -91.0% |
| All | -68.0% | +114.7% | -182.7% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling