+163.6%
W vs CTAS
+1,251.6%
-1,088.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -4.2% | -1.8% | -2.4% | -2.6% |
| 30D | -7.6% | -0.2% | -7.4% | -7.4% |
| 3M | +37.2% | +11.7% | +25.5% | +24.1% |
| 6M | +26.3% | +0.7% | +25.6% | +24.2% |
| YTD | -1.0% | +7.4% | -8.4% | -8.1% |
| 1Y | +20.1% | -2.1% | +22.2% | +20.4% |
| 3Y | +37.8% | +62.9% | -25.1% | -13.7% |
| 5Y | -63.7% | +111.9% | -175.5% | -80.8% |
| 10Y | +156.3% | +652.2% | -495.9% | -45.2% |
| All | +163.6% | +1,251.6% | -1,088.0% | -53.6% |
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