+271.2%
EW vs CTAS
+814.6%
-543.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.9% | +2.0% | +2.9% | +3.9% |
| 30D | +23.9% | +8.7% | +15.3% | +18.9% |
| 3M | +15.8% | +13.3% | +2.5% | +8.7% |
| 6M | +31.7% | +39.4% | -7.7% | +10.9% |
| YTD | +25.7% | +21.5% | +4.2% | +12.8% |
| 1Y | +24.4% | +21.9% | +2.5% | +11.5% |
| 3Y | +65.9% | +73.6% | -7.8% | +19.4% |
| 5Y | -7.6% | +116.2% | -123.8% | -41.6% |
| All | +271.2% | +814.6% | -543.3% | +43.4% |
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