+3,319.5%
V vs CTAS
+3,870.2%
-550.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | +9.9% | +11.3% | -1.4% | +3.5% |
| 3M | +17.5% | +11.4% | +6.1% | +10.4% |
| 6M | +33.5% | +35.6% | -2.2% | +11.7% |
| YTD | +21.6% | +20.7% | +0.9% | +8.2% |
| 1Y | +27.6% | +22.8% | +4.7% | +12.4% |
| 3Y | +76.4% | +73.4% | +3.0% | +24.5% |
| 5Y | +103.8% | +117.6% | -13.8% | +24.5% |
| 10Y | +455.5% | +818.4% | -363.0% | +43.4% |
| All | +3,319.5% | +3,870.2% | -550.7% | +236.8% |
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