+193.4%
B vs CTAS
+658.8%
-465.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | +1.4% | -1.0% | +2.3% | +1.5% |
| 3M | +12.2% | +15.8% | -3.6% | +9.3% |
| 6M | -2.1% | -1.0% | -1.1% | -2.3% |
| YTD | +2.9% | +7.4% | -4.5% | +1.4% |
| 1Y | +55.3% | -0.1% | +55.4% | +54.7% |
| 3Y | +198.7% | +66.3% | +132.4% | +174.7% |
| 5Y | +153.8% | +111.0% | +42.8% | +126.0% |
| 10Y | +193.4% | +662.9% | -469.5% | +153.0% |
| All | +193.4% | +658.8% | -465.4% | +153.0% |
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