+19.3%
ETN vs CTAS
-1.7%
+21.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.4% |
| 7D | +2.0% | -1.8% | +3.8% | +1.5% |
| 30D | -7.9% | -0.2% | -7.7% | -7.9% |
| 3M | -1.6% | +11.7% | -13.3% | +0.4% |
| 6M | +16.9% | +0.7% | +16.2% | +20.2% |
| YTD | +30.1% | +7.4% | +22.7% | +34.1% |
| 1Y | +19.3% | -2.1% | +21.4% | +19.9% |
| All | +19.3% | -1.7% | +21.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling