+8.1%
EW vs CTAS
-0.9%
+9.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.1% |
| 3M | +1.0% | +15.8% | -14.7% | -3.2% |
| 6M | +6.2% | -1.0% | +7.2% | +5.8% |
| YTD | +1.7% | +7.4% | -5.7% | -1.3% |
| 1Y | +8.1% | -0.1% | +8.2% | +6.5% |
| All | +8.1% | -0.9% | +9.0% | +6.5% |
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