+706.7%
ETN vs CTAS
+687.6%
+19.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.4% | +3.1% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | -7.5% | -0.7% | -6.8% | -7.2% |
| 3M | +8.3% | +11.1% | -2.7% | +0.3% |
| 6M | +20.2% | +2.1% | +18.0% | +16.2% |
| YTD | +34.7% | +8.0% | +26.7% | +25.6% |
| 1Y | +19.4% | -0.5% | +19.9% | +16.6% |
| 3Y | +85.5% | +66.2% | +19.3% | +28.1% |
| 5Y | +186.6% | +109.2% | +77.4% | +69.6% |
| All | +706.7% | +687.6% | +19.1% | +115.6% |
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