+5.1%
W vs CTAS
+23.6%
-18.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.2% | +2.0% | -1.8% | -1.0% |
| 30D | +6.8% | +8.7% | -1.9% | +1.9% |
| 3M | +10.7% | +13.3% | -2.6% | +3.2% |
| 6M | +86.3% | +39.4% | +47.0% | +53.5% |
| YTD | +11.5% | +21.5% | -10.0% | -0.5% |
| 1Y | +5.1% | +21.9% | -16.8% | -6.9% |
| All | +5.1% | +23.6% | -18.5% | -6.9% |
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 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