+393.0%
EFA vs CTAS
+2,125.8%
-1,732.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -0.7% | -1.0% | +0.3% | -0.3% |
| 3M | +6.4% | +15.8% | -9.4% | -1.2% |
| 6M | +11.4% | -1.0% | +12.4% | +10.7% |
| YTD | +14.0% | +7.4% | +6.6% | +8.9% |
| 1Y | +20.2% | -0.1% | +20.3% | +18.5% |
| 3Y | +68.2% | +66.3% | +1.9% | +27.7% |
| 5Y | +54.8% | +111.0% | -56.2% | +3.6% |
| 10Y | +142.4% | +662.9% | -520.5% | -19.5% |
| All | +393.0% | +2,125.8% | -1,732.8% | -19.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling