+74.3%
F vs CTAS
+820.8%
-746.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +2.1% | +11.3% | -9.2% | -4.1% |
| 3M | -10.3% | +11.4% | -21.7% | -15.9% |
| 6M | +3.3% | +35.6% | -32.4% | -14.7% |
| YTD | -2.0% | +20.7% | -22.7% | -13.7% |
| 1Y | -2.3% | +22.8% | -25.1% | -15.0% |
| 3Y | +49.9% | +73.4% | -23.5% | +1.3% |
| 5Y | -12.5% | +117.6% | -130.0% | -49.1% |
| 10Y | +74.3% | +818.4% | -744.2% | -51.9% |
| All | +74.3% | +820.8% | -746.6% | -51.9% |
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 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