+216.9%
B vs CTAS
+817.6%
-600.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | -6.6% | +10.2% | -16.9% | -8.1% |
| 3M | -7.9% | +12.1% | -20.0% | -9.5% |
| 6M | -16.8% | +38.3% | -55.1% | -21.3% |
| YTD | -11.7% | +21.9% | -33.6% | -14.7% |
| 1Y | +3.5% | +24.0% | -20.5% | -0.4% |
| 3Y | +165.7% | +75.1% | +90.6% | +142.3% |
| 5Y | +108.4% | +116.9% | -8.5% | +84.0% |
| All | +216.9% | +817.6% | -600.7% | +163.2% |
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 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