+116.0%
CTAS vs EWJ
+47.4%
+68.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +2.0% | +4.0% | -2.0% | +0.4% |
| 30D | +8.7% | -4.3% | +12.9% | +10.4% |
| 3M | +13.3% | -6.8% | +20.1% | +16.3% |
| 6M | +39.4% | -0.9% | +40.3% | +38.3% |
| YTD | +21.5% | +14.3% | +7.2% | +11.1% |
| 1Y | +21.9% | +15.3% | +6.6% | +10.8% |
| 3Y | +73.6% | +65.6% | +8.0% | +21.9% |
| All | +116.0% | +47.4% | +68.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling