+154.5%
EWT vs CTAS
+110.0%
+44.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +9.4% | -1.1% | +10.4% | +9.6% |
| 3M | +10.9% | +11.5% | -0.6% | +6.5% |
| 6M | +57.9% | +0.2% | +57.8% | +57.1% |
| YTD | +75.9% | +7.2% | +68.7% | +70.7% |
| 1Y | +89.7% | 0.0% | +89.7% | +88.4% |
| 3Y | +200.9% | +65.9% | +135.0% | +137.0% |
| 5Y | +154.5% | +109.6% | +44.9% | +77.2% |
| All | +154.5% | +110.0% | +44.5% | +77.2% |
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