+146.4%
CI vs CTAS
+816.6%
-670.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | +6.4% | +10.7% | -4.3% | +1.7% |
| 3M | +10.7% | +11.0% | -0.3% | +5.5% |
| 6M | +5.5% | +38.7% | -33.3% | -9.7% |
| YTD | +11.4% | +21.8% | -10.4% | +0.8% |
| 1Y | +15.0% | +23.6% | -8.5% | +3.3% |
| 3Y | +9.0% | +74.9% | -66.0% | -19.8% |
| 5Y | +52.0% | +119.5% | -67.5% | -2.4% |
| All | +146.4% | +816.6% | -670.2% | -15.5% |
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