-63.1%
W vs CTAS
+113.1%
-176.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -4.2% | -1.8% | -2.4% | -2.3% |
| 30D | -7.6% | -0.2% | -7.4% | -7.4% |
| 3M | +37.2% | +11.7% | +25.5% | +20.7% |
| 6M | +26.3% | +0.7% | +25.6% | +23.8% |
| YTD | -1.0% | +7.4% | -8.4% | -10.1% |
| 1Y | +20.1% | -2.1% | +22.2% | +20.7% |
| 3Y | +37.8% | +62.9% | -25.1% | -37.3% |
| All | -63.1% | +113.1% | -176.3% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling