0.0%
EWZ vs CTAS
+23.8%
-23.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -25.9% | +10.2% | -36.1% | -25.7% |
| 3M | -6.1% | +12.1% | -18.2% | -6.1% |
| 6M | -16.1% | +38.3% | -54.4% | -17.9% |
| YTD | +1.0% | +21.9% | -20.9% | -0.4% |
| 1Y | 0.0% | +24.0% | -24.1% | -1.0% |
| All | 0.0% | +23.8% | -23.9% | -1.0% |
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