+290.8%
EWY vs CTAS
+675.6%
-384.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | +9.3% | -3.1% | +12.4% | +10.5% |
| 3M | +2.4% | +10.3% | -7.9% | -3.1% |
| 6M | +40.3% | +1.6% | +38.6% | +37.0% |
| YTD | +88.0% | +6.3% | +81.7% | +79.4% |
| 1Y | +143.8% | -0.5% | +144.3% | +138.9% |
| 3Y | +217.8% | +64.6% | +153.2% | +139.2% |
| 5Y | +142.7% | +106.0% | +36.7% | +61.5% |
| All | +290.8% | +675.6% | -384.9% | +44.8% |
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