+183.8%
EXC vs CTAS
+848.9%
-665.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +9.3% | +10.3% | -0.9% | +4.9% |
| 3M | +1.0% | +10.2% | -9.1% | -3.2% |
| 6M | +5.9% | +34.4% | -28.4% | -7.1% |
| YTD | +7.6% | +19.6% | -11.9% | -1.3% |
| 1Y | +2.4% | +21.8% | -19.4% | -6.9% |
| 3Y | +30.2% | +74.1% | -43.9% | -2.3% |
| 5Y | +41.4% | +114.0% | -72.7% | -5.2% |
| 10Y | +183.8% | +813.9% | -630.2% | +21.3% |
| All | +183.8% | +848.9% | -665.1% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling