-12.1%
DOW vs CTAS
+318.7%
-330.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.9% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | -3.9% | -0.7% | -3.2% | -3.7% |
| 3M | -12.7% | +11.1% | -23.8% | -18.4% |
| 6M | -13.7% | +2.1% | -15.8% | -16.2% |
| YTD | +28.4% | +8.0% | +20.4% | +20.7% |
| 1Y | +21.8% | -0.5% | +22.2% | +20.0% |
| 3Y | -35.7% | +66.2% | -101.9% | -55.6% |
| 5Y | -36.8% | +109.2% | -146.0% | -63.5% |
| All | -12.1% | +318.7% | -330.7% | -64.8% |
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