+121.7%
EW vs CTAS
+658.8%
-537.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -3.3% | -1.0% | -2.3% | -2.9% |
| 3M | +1.0% | +15.8% | -14.7% | -6.6% |
| 6M | +6.2% | -1.0% | +7.2% | +5.7% |
| YTD | +1.7% | +7.4% | -5.7% | -2.9% |
| 1Y | +8.1% | -0.1% | +8.2% | +6.8% |
| 3Y | +17.1% | +66.3% | -49.2% | -14.5% |
| 5Y | -29.4% | +111.0% | -140.3% | -54.9% |
| 10Y | +121.7% | +662.9% | -541.2% | -21.7% |
| All | +121.7% | +658.8% | -537.1% | -21.7% |
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