+198.3%
W vs CTAS
+1,418.8%
-1,220.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.5% |
| 7D | +1.1% | +0.7% | +0.4% | +0.7% |
| 30D | +6.4% | +11.3% | -4.9% | -2.8% |
| 3M | +9.0% | +11.4% | -2.5% | -0.6% |
| 6M | +69.8% | +35.6% | +34.2% | +30.0% |
| YTD | +12.1% | +20.7% | -8.6% | -5.8% |
| 1Y | 0.0% | +22.8% | -22.8% | -17.2% |
| 3Y | +160.3% | +73.4% | +86.9% | +55.0% |
| 5Y | -53.3% | +117.6% | -170.9% | -76.1% |
| 10Y | +217.0% | +818.4% | -601.5% | -41.0% |
| All | +198.3% | +1,418.8% | -1,220.5% | -52.5% |
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