+60.8%
EWZ vs CTAS
+820.8%
-760.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.9% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -26.2% | +11.3% | -37.5% | -30.3% |
| 3M | -8.6% | +11.4% | -20.1% | -14.1% |
| 6M | -17.0% | +35.6% | -52.7% | -30.4% |
| YTD | +2.2% | +20.7% | -18.5% | -9.2% |
| 1Y | +2.7% | +22.8% | -20.2% | -9.8% |
| 3Y | +18.2% | +73.4% | -55.2% | -18.7% |
| 5Y | +56.0% | +117.6% | -61.6% | -9.3% |
| 10Y | +60.8% | +818.4% | -757.6% | -48.4% |
| All | +60.8% | +820.8% | -760.0% | -48.4% |
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