+582.9%
CEG vs CTAS
+137.7%
+445.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +10.3% |
| 7D | +7.3% | -0.7% | +8.0% | +7.5% |
| 30D | -7.4% | +10.3% | -17.6% | -11.3% |
| 3M | +2.5% | +10.2% | -7.7% | -2.0% |
| 6M | -8.8% | +34.4% | -43.2% | -21.3% |
| YTD | -21.5% | +19.6% | -41.1% | -28.6% |
| 1Y | -22.5% | +21.8% | -44.3% | -30.3% |
| 3Y | +133.3% | +74.1% | +59.2% | +63.6% |
| All | +582.9% | +137.7% | +445.2% | +281.4% |
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