+220.1%
C vs CTAS
+848.9%
-628.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | -5.4% | +10.3% | -15.7% | -11.2% |
| 3M | -9.2% | +10.2% | -19.3% | -15.0% |
| 6M | -1.8% | +34.4% | -36.2% | -20.4% |
| YTD | +6.7% | +19.6% | -12.9% | -7.1% |
| 1Y | +23.5% | +21.8% | +1.7% | +6.1% |
| 3Y | +219.8% | +74.1% | +145.7% | +108.9% |
| 5Y | +112.4% | +114.0% | -1.6% | +16.9% |
| 10Y | +220.1% | +813.9% | -593.9% | -21.7% |
| All | +220.1% | +848.9% | -628.8% | -21.7% |
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