+216.7%
CTVA vs CTAS
+285.8%
-69.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | -4.5% | +0.5% | -5.0% | -4.8% |
| 30D | +11.3% | -0.7% | +12.0% | +11.6% |
| 3M | +12.3% | +11.1% | +1.2% | +6.3% |
| 6M | +7.2% | +2.1% | +5.0% | +5.1% |
| YTD | +26.0% | +8.0% | +18.0% | +20.1% |
| 1Y | +16.0% | -0.5% | +16.5% | +15.0% |
| 3Y | +73.9% | +66.2% | +7.7% | +28.5% |
| 5Y | +103.8% | +109.2% | -5.4% | +30.2% |
| All | +216.7% | +285.8% | -69.1% | +54.9% |
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