+432.5%
EWZ vs CTAS
+2,249.3%
-1,816.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | -1.8% | +8.3% | +7.5% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | +9.9% | +11.7% | -1.8% | +2.4% |
| 6M | +1.9% | +0.7% | +1.2% | 0.0% |
| YTD | +20.3% | +7.4% | +12.9% | +13.8% |
| 1Y | +35.6% | -2.1% | +37.7% | +34.3% |
| 3Y | +43.4% | +62.9% | -19.5% | +3.7% |
| 5Y | +55.9% | +111.9% | -55.9% | -5.5% |
| 10Y | +84.2% | +652.2% | -568.0% | -45.9% |
| All | +432.5% | +2,249.3% | -1,816.8% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling