-70.0%
U vs CTAS
+113.2%
-183.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +7.0% |
| 7D | +36.6% | +1.2% | +35.4% | +35.0% |
| 30D | +13.3% | +12.8% | +0.5% | +1.4% |
| 3M | +26.2% | +10.3% | +15.9% | +14.7% |
| 6M | +88.7% | +32.0% | +56.8% | +41.7% |
| YTD | +16.6% | +19.1% | -2.6% | -4.4% |
| 1Y | +29.0% | +21.5% | +7.5% | +2.9% |
| 3Y | +99.5% | +76.0% | +23.5% | -19.5% |
| All | -70.0% | +113.2% | -183.2% | -91.9% |
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 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