+395.7%
EFA vs CTAS
+2,125.5%
-1,729.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | +4.9% | +11.7% | -6.8% | -1.1% |
| 6M | +8.6% | +0.7% | +7.9% | +7.0% |
| YTD | +14.6% | +7.4% | +7.2% | +9.5% |
| 1Y | +22.6% | -2.1% | +24.7% | +22.0% |
| 3Y | +66.5% | +62.9% | +3.6% | +27.6% |
| 5Y | +54.5% | +111.9% | -57.3% | +3.2% |
| 10Y | +144.8% | +652.2% | -507.4% | -18.2% |
| All | +395.7% | +2,125.5% | -1,729.8% | -19.3% |
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