-14.6%
EW vs CTAS
+109.9%
-124.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.1% |
| 7D | +11.0% | +1.2% | +9.9% | +10.5% |
| 30D | +19.1% | +12.8% | +6.3% | +13.0% |
| 3M | +14.4% | +10.3% | +4.1% | +9.4% |
| 6M | +22.8% | +32.0% | -9.2% | +7.6% |
| YTD | +19.8% | +19.1% | +0.7% | +9.6% |
| 1Y | +23.9% | +21.5% | +2.4% | +12.3% |
| 3Y | +52.2% | +76.0% | -23.8% | +4.1% |
| All | -14.6% | +109.9% | -124.5% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling