+19.0%
EWZ vs CTAS
+75.4%
-56.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.5% | +1.2% | -2.6% | -1.6% |
| 30D | -24.5% | +12.8% | -37.3% | -25.8% |
| 3M | -10.7% | +10.3% | -21.0% | -12.0% |
| 6M | -19.1% | +32.0% | -51.1% | -23.0% |
| YTD | +1.6% | +19.1% | -17.5% | -1.7% |
| 1Y | +4.3% | +21.5% | -17.2% | +0.4% |
| 3Y | +19.0% | +76.0% | -57.1% | -6.4% |
| All | +19.0% | +75.4% | -56.4% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling