+8.1%
EWZ vs CTAS
+25.6%
-17.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.7% |
| 7D | -4.1% | +7.6% | -11.7% | -3.8% |
| 30D | -25.0% | +17.2% | -42.2% | -24.9% |
| 3M | -10.6% | +12.8% | -23.4% | -10.6% |
| 6M | -16.6% | +38.0% | -54.6% | -18.6% |
| YTD | +2.5% | +22.7% | -20.2% | +0.9% |
| 1Y | +8.1% | +25.6% | -17.6% | +6.7% |
| All | +8.1% | +25.6% | -17.6% | +6.7% |
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 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