-27.4%
U vs CTAS
+191.8%
-219.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -2.0% |
| 7D | +16.9% | -0.8% | +17.7% | +17.3% |
| 30D | +6.4% | +10.7% | -4.4% | -2.0% |
| 3M | +13.2% | +11.0% | +2.2% | +3.7% |
| 6M | +84.8% | +38.7% | +46.0% | +39.3% |
| YTD | +12.4% | +21.8% | -9.4% | -6.6% |
| 1Y | +19.8% | +23.6% | -3.8% | -2.2% |
| 3Y | +83.8% | +74.9% | +8.9% | -3.8% |
| 5Y | -72.7% | +119.5% | -192.2% | -88.9% |
| All | -27.4% | +191.8% | -219.2% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling