+196.2%
W vs CTAS
+1,399.1%
-1,202.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | 0.0% |
| 7D | -3.6% | +1.2% | -4.8% | -4.4% |
| 30D | +7.0% | +12.8% | -5.8% | -3.3% |
| 3M | +7.4% | +10.3% | -2.9% | -1.2% |
| 6M | +69.3% | +32.0% | +37.3% | +32.6% |
| YTD | +11.3% | +19.1% | -7.9% | -5.4% |
| 1Y | +13.2% | +21.5% | -8.3% | -5.4% |
| 3Y | +142.0% | +76.0% | +66.0% | +42.1% |
| 5Y | -54.6% | +110.9% | -165.5% | -76.2% |
| 10Y | +243.7% | +849.8% | -606.1% | -36.7% |
| All | +196.2% | +1,399.1% | -1,202.9% | -52.3% |
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