+6,822.7%
CTAS vs EWJ
+156.6%
+6,666.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.8% | +2.5% | -4.3% | -3.1% |
| 30D | -0.2% | +3.3% | -3.5% | -2.0% |
| 3M | +11.7% | +5.0% | +6.7% | +7.8% |
| 6M | +0.7% | +11.5% | -10.8% | -6.3% |
| YTD | +7.4% | +22.4% | -15.0% | -5.2% |
| 1Y | -2.1% | +30.2% | -32.3% | -16.7% |
| 3Y | +62.9% | +72.8% | -9.9% | +17.1% |
| 5Y | +111.9% | +54.1% | +57.7% | +61.6% |
| 10Y | +652.2% | +140.6% | +511.6% | +362.0% |
| All | +6,822.7% | +156.6% | +6,666.0% | +3,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling