+594.1%
EWT vs CTAS
+2,638.4%
-2,044.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +4.0% | -1.8% | +5.8% | +4.7% |
| 30D | +10.3% | -0.2% | +10.5% | +10.3% |
| 3M | +6.1% | +11.7% | -5.6% | +0.1% |
| 6M | +56.6% | +0.7% | +55.9% | +54.0% |
| YTD | +76.6% | +7.4% | +69.2% | +68.7% |
| 1Y | +97.9% | -2.1% | +100.0% | +96.1% |
| 3Y | +198.0% | +62.9% | +135.0% | +132.6% |
| 5Y | +151.8% | +111.9% | +39.9% | +72.8% |
| 10Y | +514.1% | +652.2% | -138.1% | +124.0% |
| All | +594.1% | +2,638.4% | -2,044.3% | +28.0% |
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