+65.2%
EFA vs CTAS
+74.7%
-9.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.2% | +2.0% | +0.3% | +1.8% |
| 30D | +1.4% | +8.7% | -7.3% | -0.4% |
| 3M | -4.2% | +13.3% | -17.4% | -6.6% |
| 6M | +1.9% | +39.4% | -37.5% | -6.1% |
| YTD | +10.2% | +21.5% | -11.3% | +5.0% |
| 1Y | +12.8% | +21.9% | -9.1% | +7.4% |
| 3Y | +65.2% | +73.6% | -8.4% | +39.8% |
| All | +65.2% | +74.7% | -9.5% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling