+7,328.4%
EW vs CTAS
+3,206.0%
+4,122.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +11.0% | +1.2% | +9.9% | +10.6% |
| 30D | +19.1% | +12.8% | +6.3% | +14.5% |
| 3M | +14.4% | +10.3% | +4.1% | +10.6% |
| 6M | +22.8% | +32.0% | -9.2% | +11.6% |
| YTD | +19.8% | +19.1% | +0.7% | +12.3% |
| 1Y | +23.9% | +21.5% | +2.4% | +15.4% |
| 3Y | +52.2% | +76.0% | -23.8% | +23.9% |
| 5Y | -13.9% | +110.9% | -124.8% | -34.1% |
| 10Y | +241.9% | +849.8% | -607.9% | +70.2% |
| All | +7,328.4% | +3,206.0% | +4,122.3% | +2,518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling