-26.3%
EW vs CTAS
+113.1%
-139.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | +2.8% | +11.7% | -8.9% | -2.8% |
| 6M | +5.5% | +0.7% | +4.8% | +4.3% |
| YTD | +5.5% | +7.4% | -2.0% | +1.1% |
| 1Y | +11.0% | -2.1% | +13.1% | +11.1% |
| 3Y | +17.7% | +62.9% | -45.2% | -17.3% |
| All | -26.3% | +113.1% | -139.4% | -57.9% |
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