+95.1%
F vs CTAS
+652.1%
-557.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | -1.8% | +7.1% | +6.4% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | -3.7% | +11.7% | -15.3% | -10.4% |
| 6M | +16.8% | +0.7% | +16.1% | +14.8% |
| YTD | +15.3% | +7.4% | +7.9% | +8.8% |
| 1Y | +31.0% | -2.1% | +33.1% | +30.3% |
| 3Y | +45.4% | +62.9% | -17.5% | +1.6% |
| 5Y | +54.7% | +111.9% | -57.2% | -8.8% |
| All | +95.1% | +652.1% | -557.0% | -39.4% |
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 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