+23.6%
EW vs CTAS
+23.8%
-0.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +24.1% | +10.2% | +13.8% | +21.4% |
| 3M | +13.7% | +12.1% | +1.6% | +10.8% |
| 6M | +32.7% | +38.3% | -5.6% | +21.6% |
| YTD | +24.1% | +21.9% | +2.2% | +16.1% |
| 1Y | +23.6% | +24.0% | -0.4% | +14.3% |
| All | +23.6% | +23.8% | -0.2% | +14.3% |
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