+150.3%
CI vs CTAS
+820.8%
-670.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +7.3% | +11.3% | -4.0% | +2.3% |
| 3M | +9.5% | +11.4% | -1.9% | +4.2% |
| 6M | +6.4% | +35.6% | -29.2% | -8.0% |
| YTD | +12.0% | +20.7% | -8.7% | +1.7% |
| 1Y | +20.1% | +22.8% | -2.8% | +8.2% |
| 3Y | +9.6% | +73.4% | -63.8% | -19.0% |
| 5Y | +52.7% | +117.6% | -64.9% | -1.6% |
| 10Y | +150.3% | +818.4% | -668.2% | -13.4% |
| All | +150.3% | +820.8% | -670.6% | -13.4% |
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