+452.3%
EWT vs CTAS
+814.6%
-362.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +9.1% | +2.0% | +7.1% | +8.5% |
| 30D | -12.2% | +8.7% | -20.9% | -14.7% |
| 3M | -9.4% | +13.3% | -22.7% | -13.3% |
| 6M | +2.7% | +39.4% | -36.7% | -9.5% |
| YTD | +53.3% | +21.5% | +31.8% | +41.6% |
| 1Y | +59.2% | +21.9% | +37.3% | +46.8% |
| 3Y | +157.1% | +73.6% | +83.4% | +103.8% |
| 5Y | +119.6% | +116.2% | +3.4% | +58.2% |
| All | +452.3% | +814.6% | -362.3% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling