+3,310.4%
V vs CTAS
+3,818.7%
-508.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | +2.2% | +1.2% | +1.0% | +1.6% |
| 30D | +13.6% | +12.8% | +0.8% | +6.2% |
| 3M | +14.3% | +10.3% | +4.0% | +8.0% |
| 6M | +33.1% | +32.0% | +1.1% | +13.1% |
| YTD | +21.2% | +19.1% | +2.1% | +8.7% |
| 1Y | +26.4% | +21.5% | +5.0% | +12.0% |
| 3Y | +77.6% | +76.0% | +1.5% | +24.2% |
| 5Y | +102.6% | +110.9% | -8.3% | +26.0% |
| 10Y | +464.4% | +849.8% | -385.4% | +43.0% |
| All | +3,310.4% | +3,818.7% | -508.3% | +238.3% |
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