+67.3%
F vs CTAS
+814.6%
-747.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -3.1% | +2.0% | -5.1% | -4.2% |
| 30D | 0.0% | +8.7% | -8.7% | -4.7% |
| 3M | -13.2% | +13.3% | -26.5% | -19.5% |
| 6M | -10.2% | +39.4% | -49.6% | -27.0% |
| YTD | -4.9% | +21.5% | -26.4% | -16.6% |
| 1Y | -6.1% | +21.9% | -28.0% | -17.9% |
| 3Y | +46.0% | +73.6% | -27.7% | -1.4% |
| 5Y | -15.7% | +116.2% | -131.9% | -50.8% |
| All | +67.3% | +814.6% | -747.2% | -54.0% |
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 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