+291.9%
C vs CTAS
+652.1%
-360.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.6% | -1.8% | +5.4% | +4.8% |
| 30D | +0.1% | -0.2% | +0.3% | 0.0% |
| 3M | +2.4% | +11.7% | -9.3% | -6.0% |
| 6M | +24.9% | +0.7% | +24.2% | +22.0% |
| YTD | +19.8% | +7.4% | +12.4% | +12.0% |
| 1Y | +44.9% | -2.1% | +47.0% | +43.6% |
| 3Y | +263.0% | +62.9% | +200.0% | +147.2% |
| 5Y | +129.5% | +111.9% | +17.6% | +25.9% |
| All | +291.9% | +652.1% | -360.2% | +3.2% |
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