+125.7%
EEM vs CTAS
+675.6%
-549.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +2.4% | -3.1% | +5.5% | +3.5% |
| 3M | +4.2% | +10.3% | -6.1% | -0.3% |
| 6M | +14.8% | +1.6% | +13.1% | +13.0% |
| YTD | +23.1% | +6.3% | +16.8% | +18.9% |
| 1Y | +32.5% | -0.5% | +33.0% | +31.0% |
| 3Y | +85.9% | +64.6% | +21.3% | +45.8% |
| 5Y | +43.6% | +106.0% | -62.4% | +0.7% |
| All | +125.7% | +675.6% | -549.9% | -7.6% |
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