+300.3%
CME vs CTAS
+817.6%
-517.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +13.5% | +10.2% | +3.2% | +9.1% |
| 3M | +20.9% | +12.1% | +8.8% | +15.3% |
| 6M | +11.5% | +38.3% | -26.8% | -3.0% |
| YTD | +19.5% | +21.9% | -2.4% | +9.0% |
| 1Y | +17.2% | +24.0% | -6.8% | +6.1% |
| 3Y | +65.1% | +75.1% | -10.0% | +23.7% |
| 5Y | +73.1% | +116.9% | -43.8% | +14.8% |
| All | +300.3% | +817.6% | -517.4% | +46.2% |
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