+46.6%
EEM vs CTAS
+110.0%
-63.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | +5.1% | -1.1% | +6.1% | +5.3% |
| 3M | +4.6% | +11.5% | -6.9% | +1.3% |
| 6M | +17.8% | +0.2% | +17.6% | +17.3% |
| YTD | +25.8% | +7.2% | +18.6% | +22.8% |
| 1Y | +36.4% | 0.0% | +36.4% | +35.7% |
| 3Y | +90.0% | +65.9% | +24.1% | +53.8% |
| 5Y | +46.6% | +109.6% | -63.0% | +6.5% |
| All | +46.6% | +110.0% | -63.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling