+54.2%
EWZ vs CTAS
+115.9%
-61.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.8% | +2.0% | -1.2% | +0.3% |
| 30D | -24.4% | +8.7% | -33.1% | -26.0% |
| 3M | -4.6% | +13.3% | -17.9% | -7.7% |
| 6M | -11.6% | +39.4% | -50.9% | -19.7% |
| YTD | +2.4% | +21.5% | -19.1% | -3.5% |
| 1Y | +2.1% | +21.9% | -19.8% | -4.0% |
| 3Y | +18.7% | +73.6% | -54.9% | -4.6% |
| All | +54.2% | +115.9% | -61.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling