+1,472.1%
AXTI vs CTAS
+687.6%
+784.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | -17.5% | -0.7% | -16.7% | -17.5% |
| 3M | -26.7% | +11.1% | -37.8% | -33.3% |
| 6M | +36.8% | +2.1% | +34.6% | +28.9% |
| YTD | +296.1% | +8.0% | +288.2% | +260.6% |
| 1Y | +1,810.6% | -0.5% | +1,811.1% | +1,720.6% |
| 3Y | +2,587.6% | +66.2% | +2,521.3% | +1,725.4% |
| 5Y | +601.7% | +109.2% | +492.5% | +309.8% |
| All | +1,472.1% | +687.6% | +784.5% | +448.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling