+66.5%
EWZ vs CTAS
+814.6%
-748.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.8% | +2.0% | -1.2% | -0.2% |
| 30D | -24.4% | +8.7% | -33.1% | -27.8% |
| 3M | -4.6% | +13.3% | -17.9% | -11.0% |
| 6M | -11.6% | +39.4% | -50.9% | -26.9% |
| YTD | +2.4% | +21.5% | -19.1% | -9.4% |
| 1Y | +2.1% | +21.9% | -19.8% | -9.9% |
| 3Y | +18.7% | +73.6% | -54.9% | -18.4% |
| 5Y | +54.2% | +116.2% | -62.0% | -9.9% |
| All | +66.5% | +814.6% | -748.1% | -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