+192.2%
EWT vs CTAS
+64.7%
+127.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | +4.8% | -3.1% | +7.9% | +5.2% |
| 3M | +11.1% | +10.3% | +0.9% | +8.5% |
| 6M | +54.6% | +1.6% | +53.0% | +54.1% |
| YTD | +71.4% | +6.3% | +65.1% | +68.7% |
| 1Y | +82.1% | -0.5% | +82.6% | +82.2% |
| All | +192.2% | +64.7% | +127.5% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling