+15.1%
EW vs CTAS
+66.0%
-50.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | -1.6% | +11.5% | -13.1% | -4.6% |
| 6M | +2.3% | +0.2% | +2.1% | +1.7% |
| YTD | +1.1% | +7.2% | -6.1% | -1.3% |
| 1Y | +8.0% | 0.0% | +8.0% | +7.2% |
| All | +15.1% | +66.0% | -50.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling