+598.5%
CEG vs CTAS
+142.3%
+456.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +17.8% | +0.5% | +17.3% | +17.6% |
| 30D | -4.5% | +10.2% | -14.8% | -8.5% |
| 3M | +1.5% | +12.1% | -10.6% | -3.6% |
| 6M | -3.5% | +38.3% | -41.8% | -17.8% |
| YTD | -19.7% | +21.9% | -41.6% | -27.5% |
| 1Y | -19.8% | +24.0% | -43.8% | -28.3% |
| 3Y | +136.4% | +75.1% | +61.3% | +66.0% |
| All | +598.5% | +142.3% | +456.1% | +287.2% |
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