+67.0%
EWZ vs CTAS
+832.5%
-765.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -25.5% | +10.7% | -36.2% | -29.5% |
| 3M | -4.5% | +11.0% | -15.5% | -10.0% |
| 6M | -15.3% | +38.7% | -54.0% | -29.8% |
| YTD | +3.1% | +21.8% | -18.7% | -8.8% |
| 1Y | +1.2% | +23.6% | -22.4% | -11.4% |
| 3Y | +19.3% | +74.9% | -55.7% | -18.4% |
| 5Y | +52.3% | +119.5% | -67.2% | -11.9% |
| 10Y | +67.0% | +820.2% | -753.2% | -47.6% |
| All | +67.0% | +832.5% | -765.5% | -47.6% |
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