+142.8%
EFA vs CTAS
+687.6%
-544.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -1.7% | -0.7% | -0.9% | -1.4% |
| 3M | +3.5% | +11.1% | -7.6% | -1.1% |
| 6M | +9.5% | +2.1% | +7.3% | +7.8% |
| YTD | +12.9% | +8.0% | +4.9% | +8.6% |
| 1Y | +18.2% | -0.5% | +18.7% | +17.1% |
| 3Y | +64.8% | +66.2% | -1.4% | +30.5% |
| 5Y | +53.9% | +109.2% | -55.3% | +9.8% |
| All | +142.8% | +687.6% | -544.8% | +10.2% |
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