+737.9%
BE vs CTAS
+378.9%
+359.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.9% | +12.1% | +12.3% |
| 7D | +4.5% | -0.8% | +5.3% | +5.3% |
| 30D | -20.1% | +10.7% | -30.9% | -26.7% |
| 3M | -0.8% | +11.0% | -11.8% | -9.7% |
| 6M | -26.2% | +38.7% | -65.0% | -47.0% |
| YTD | +141.1% | +21.8% | +119.3% | +91.0% |
| 1Y | +64.8% | +23.6% | +41.3% | +28.4% |
| 3Y | +1,887.4% | +74.9% | +1,812.4% | +957.3% |
| 5Y | +518.1% | +119.5% | +398.6% | +169.4% |
| All | +737.9% | +378.9% | +359.0% | +51.1% |
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