+246.7%
CB vs CTAS
+832.5%
-585.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | -1.0% | -0.8% | -0.3% | -0.7% |
| 30D | +7.3% | +10.7% | -3.4% | +2.5% |
| 3M | +7.0% | +11.0% | -4.0% | +2.0% |
| 6M | +16.3% | +38.7% | -22.4% | -0.1% |
| YTD | +19.7% | +21.8% | -2.0% | +8.6% |
| 1Y | +27.8% | +23.6% | +4.2% | +15.0% |
| 3Y | +72.0% | +74.9% | -2.9% | +28.4% |
| 5Y | +104.9% | +119.5% | -14.6% | +34.3% |
| 10Y | +246.7% | +820.2% | -573.5% | +33.7% |
| All | +246.7% | +832.5% | -585.7% | +33.7% |
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