+218.3%
C vs CTAS
+832.5%
-614.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -0.4% | -0.8% | +0.3% | +0.1% |
| 30D | -5.3% | +10.7% | -16.1% | -11.3% |
| 3M | -8.0% | +11.0% | -19.0% | -14.2% |
| 6M | -0.3% | +38.7% | -39.0% | -20.7% |
| YTD | +8.6% | +21.8% | -13.1% | -6.4% |
| 1Y | +25.8% | +23.6% | +2.3% | +7.2% |
| 3Y | +221.2% | +74.9% | +146.2% | +109.5% |
| 5Y | +113.6% | +119.5% | -5.9% | +15.6% |
| 10Y | +218.3% | +820.2% | -601.9% | -24.0% |
| All | +218.3% | +832.5% | -614.2% | -24.0% |
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