+1,236.8%
EWY vs CTAS
+2,660.0%
-1,423.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | -1.8% | +6.6% | +5.7% |
| 30D | +11.7% | -0.2% | +11.9% | +11.6% |
| 3M | -7.4% | +11.7% | -19.1% | -14.2% |
| 6M | +40.6% | +0.7% | +39.9% | +36.7% |
| YTD | +94.3% | +7.4% | +86.9% | +82.5% |
| 1Y | +164.3% | -2.1% | +166.4% | +159.1% |
| 3Y | +221.0% | +62.9% | +158.0% | +135.3% |
| 5Y | +139.1% | +111.9% | +27.2% | +50.1% |
| 10Y | +298.8% | +652.2% | -353.4% | +18.6% |
| All | +1,236.8% | +2,660.0% | -1,423.1% | +70.3% |
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