+151.5%
EXC vs CTAS
+658.8%
-507.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.2% | 0.0% | +1.3% | +1.2% |
| 30D | -2.7% | -1.0% | -1.7% | -2.4% |
| 3M | -1.0% | +15.8% | -16.7% | -7.3% |
| 6M | -9.3% | -1.0% | -8.3% | -9.5% |
| YTD | +3.6% | +7.4% | -3.8% | -0.4% |
| 1Y | +5.9% | -0.1% | +6.0% | +4.8% |
| 3Y | +21.3% | +66.3% | -45.0% | -7.6% |
| 5Y | +46.2% | +111.0% | -64.8% | -1.9% |
| 10Y | +151.5% | +662.9% | -511.4% | +10.0% |
| All | +151.5% | +658.8% | -507.3% | +10.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling