+513.6%
EWT vs CTAS
+687.6%
-174.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +4.5% | -0.7% | +5.2% | +4.6% |
| 3M | +8.3% | +11.1% | -2.8% | +3.6% |
| 6M | +54.2% | +2.1% | +52.1% | +51.7% |
| YTD | +74.6% | +8.0% | +66.6% | +68.0% |
| 1Y | +84.9% | -0.5% | +85.4% | +83.0% |
| 3Y | +197.5% | +66.2% | +131.3% | +138.6% |
| 5Y | +150.6% | +109.2% | +41.4% | +82.1% |
| All | +513.6% | +687.6% | -174.0% | +180.1% |
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