+25.0%
V vs CTAS
+23.8%
+1.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | +6.3% | +10.2% | -3.9% | +2.7% |
| 3M | +17.2% | +12.1% | +5.1% | +12.4% |
| 6M | +29.2% | +38.3% | -9.0% | +15.0% |
| YTD | +20.8% | +21.9% | -1.1% | +12.4% |
| 1Y | +25.0% | +24.0% | +1.0% | +14.5% |
| All | +25.0% | +23.8% | +1.2% | +14.5% |
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