+0.1%
DOW vs CTAS
+371.2%
-371.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +5.2% | +2.0% | +3.2% | +4.1% |
| 30D | +13.2% | +8.7% | +4.5% | +7.9% |
| 3M | +10.1% | +13.3% | -3.2% | +2.3% |
| 6M | -13.1% | +39.4% | -52.5% | -29.0% |
| YTD | +46.1% | +21.5% | +24.6% | +28.2% |
| 1Y | +50.0% | +21.9% | +28.1% | +31.5% |
| 3Y | -20.2% | +73.6% | -93.9% | -45.9% |
| 5Y | -27.7% | +116.2% | -143.9% | -58.5% |
| All | +0.1% | +371.2% | -371.1% | -62.6% |
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