+226.4%
EWY vs CTAS
+66.0%
+160.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +6.7% | +1.0% | +5.7% | +6.6% |
| 30D | +17.0% | -1.1% | +18.0% | +17.0% |
| 3M | +3.7% | +11.5% | -7.8% | +1.4% |
| 6M | +42.5% | +0.2% | +42.3% | +43.3% |
| YTD | +96.2% | +7.2% | +89.1% | +93.6% |
| 1Y | +160.4% | 0.0% | +160.4% | +161.9% |
| All | +226.4% | +66.0% | +160.4% | +156.7% |
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