+214.8%
B vs CTAS
+814.6%
-599.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -7.3% | +2.0% | -9.3% | -7.6% |
| 30D | -3.3% | +8.7% | -12.0% | -4.6% |
| 3M | -7.8% | +13.3% | -21.0% | -9.6% |
| 6M | -15.5% | +39.4% | -54.9% | -20.2% |
| YTD | -12.3% | +21.5% | -33.7% | -15.3% |
| 1Y | +5.4% | +21.9% | -16.5% | +1.7% |
| 3Y | +165.5% | +73.6% | +91.9% | +142.5% |
| 5Y | +107.0% | +116.2% | -9.2% | +82.8% |
| All | +214.8% | +814.6% | -599.7% | +161.6% |
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