+158.7%
CI vs CTAS
+840.0%
-681.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.8% |
| 7D | -1.6% | +1.2% | -2.7% | -2.1% |
| 30D | +5.4% | +12.8% | -7.3% | -0.1% |
| 3M | +7.3% | +10.3% | -3.0% | +2.5% |
| 6M | +5.3% | +32.0% | -26.7% | -7.9% |
| YTD | +8.5% | +19.1% | -10.7% | -0.9% |
| 1Y | +17.1% | +21.5% | -4.4% | +6.0% |
| 3Y | +1.4% | +76.0% | -74.6% | -25.7% |
| 5Y | +50.5% | +110.9% | -60.4% | -1.6% |
| All | +158.7% | +840.0% | -681.2% | -20.1% |
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