+143.8%
EWY vs CTAS
-0.4%
+144.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.6% |
| 7D | +1.2% | -1.3% | +2.5% | +0.6% |
| 30D | +9.3% | -3.1% | +12.4% | +7.9% |
| 3M | +2.4% | +10.3% | -7.9% | +5.4% |
| 6M | +40.3% | +1.6% | +38.6% | +44.7% |
| YTD | +88.0% | +6.3% | +81.7% | +95.5% |
| 1Y | +143.8% | -0.5% | +144.3% | +153.9% |
| All | +143.8% | -0.4% | +144.2% | +153.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling