+223.5%
C vs CTAS
+840.0%
-616.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.6% |
| 7D | -2.4% | +1.2% | -3.5% | -3.1% |
| 30D | -6.0% | +12.8% | -18.7% | -13.0% |
| 3M | -10.5% | +10.3% | -20.8% | -16.3% |
| 6M | -5.7% | +32.0% | -37.7% | -22.6% |
| YTD | +4.1% | +19.1% | -15.0% | -9.1% |
| 1Y | +20.5% | +21.5% | -1.0% | +3.7% |
| 3Y | +208.1% | +76.0% | +132.1% | +99.6% |
| 5Y | +110.4% | +110.9% | -0.4% | +16.9% |
| All | +223.5% | +840.0% | -616.4% | -24.4% |
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