+34.6%
EEM vs CTAS
+118.7%
-84.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | -6.2% | +10.7% | -16.9% | -8.3% |
| 3M | -5.2% | +11.0% | -16.2% | -7.5% |
| 6M | -8.1% | +38.7% | -46.9% | -16.0% |
| YTD | +14.0% | +21.8% | -7.8% | +8.0% |
| 1Y | +13.8% | +23.6% | -9.7% | +7.4% |
| 3Y | +73.7% | +74.9% | -1.2% | +40.0% |
| 5Y | +34.6% | +119.5% | -84.9% | -5.1% |
| All | +34.6% | +118.7% | -84.2% | -5.1% |
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