+194.3%
CDE vs CTAS
+107.0%
+87.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -6.1% | -1.3% | -4.8% | -5.4% |
| 30D | +9.5% | -3.1% | +12.6% | +11.3% |
| 3M | +32.0% | +10.3% | +21.7% | +22.9% |
| 6M | -12.8% | +1.6% | -14.4% | -14.7% |
| YTD | +14.2% | +6.3% | +7.9% | +8.2% |
| 1Y | +36.3% | -0.5% | +36.8% | +34.1% |
| 3Y | +821.4% | +64.6% | +756.8% | +502.2% |
| 5Y | +194.3% | +106.0% | +88.3% | +66.8% |
| All | +194.3% | +107.0% | +87.2% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling