-1.4%
DOW vs CTAS
+372.2%
-373.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.9% |
| 7D | -0.5% | -0.8% | +0.3% | 0.0% |
| 30D | +15.7% | +10.7% | +5.0% | +9.2% |
| 3M | +5.3% | +11.0% | -5.7% | -1.0% |
| 6M | -14.2% | +38.7% | -53.0% | -29.8% |
| YTD | +43.9% | +21.8% | +22.1% | +26.1% |
| 1Y | +53.1% | +23.6% | +29.5% | +33.1% |
| 3Y | -21.8% | +74.9% | -96.8% | -47.2% |
| 5Y | -28.3% | +119.5% | -147.8% | -59.3% |
| All | -1.4% | +372.2% | -373.6% | -63.2% |
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