+2,926.4%
V vs CTAS
+3,432.9%
-506.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.7% | -1.8% | +0.1% | -0.7% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | +17.4% | +11.7% | +5.7% | +9.7% |
| 6M | +17.5% | +0.7% | +16.8% | +15.9% |
| YTD | +7.6% | +7.4% | +0.2% | +2.3% |
| 1Y | +7.7% | -2.1% | +9.8% | +7.8% |
| 3Y | +54.7% | +62.9% | -8.3% | +12.8% |
| 5Y | +73.0% | +111.9% | -38.8% | +7.2% |
| 10Y | +390.9% | +652.2% | -261.3% | +41.7% |
| All | +2,926.4% | +3,432.9% | -506.5% | +218.5% |
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 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