+236.1%
EW vs CTAS
+820.8%
-584.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +9.3% | +0.7% | +8.6% | +8.9% |
| 30D | +22.1% | +11.3% | +10.8% | +15.8% |
| 3M | +13.0% | +11.4% | +1.6% | +7.0% |
| 6M | +30.1% | +35.6% | -5.6% | +11.1% |
| YTD | +22.0% | +20.7% | +1.3% | +9.9% |
| 1Y | +23.7% | +22.8% | +0.9% | +10.4% |
| 3Y | +62.0% | +73.4% | -11.4% | +16.6% |
| 5Y | -12.4% | +117.6% | -130.0% | -44.8% |
| 10Y | +236.1% | +818.4% | -582.4% | +32.7% |
| All | +236.1% | +820.8% | -584.8% | +32.7% |
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