+639.7%
CEG vs CTAS
+113.6%
+526.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +11.0% | -1.0% | +12.0% | +11.3% |
| 3M | +19.5% | +15.8% | +3.7% | +10.7% |
| 6M | -5.9% | -1.0% | -4.9% | -6.1% |
| YTD | -15.0% | +7.4% | -22.4% | -18.8% |
| 1Y | +0.6% | -0.1% | +0.8% | -0.6% |
| 3Y | +180.6% | +66.3% | +114.3% | +97.8% |
| All | +639.7% | +113.6% | +526.1% | +333.4% |
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