+854.3%
EEM vs CTAS
+3,039.6%
-2,185.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +2.3% | -1.8% | +4.1% | +3.3% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | -0.1% | +11.7% | -11.7% | -7.2% |
| 6M | +16.9% | +0.7% | +16.2% | +14.4% |
| YTD | +26.2% | +7.4% | +18.8% | +18.9% |
| 1Y | +40.5% | -2.1% | +42.6% | +38.8% |
| 3Y | +86.2% | +62.9% | +23.2% | +32.8% |
| 5Y | +45.5% | +111.9% | -66.4% | -13.5% |
| 10Y | +128.6% | +652.2% | -523.6% | -45.7% |
| All | +854.3% | +3,039.6% | -2,185.4% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling