+243.0%
CB vs CTAS
+848.9%
-605.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | +6.5% | +10.3% | -3.7% | +1.9% |
| 3M | +4.1% | +10.2% | -6.1% | -0.5% |
| 6M | +14.4% | +34.4% | -20.0% | -0.4% |
| YTD | +17.5% | +19.6% | -2.1% | +7.5% |
| 1Y | +27.5% | +21.8% | +5.8% | +15.6% |
| 3Y | +71.6% | +74.1% | -2.5% | +28.2% |
| 5Y | +100.6% | +114.0% | -13.4% | +33.0% |
| 10Y | +243.0% | +813.9% | -571.0% | +32.9% |
| All | +243.0% | +848.9% | -605.9% | +32.9% |
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