+79.8%
F vs CTAS
+840.0%
-760.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +1.6% | +1.2% | +0.4% | +0.9% |
| 30D | +2.6% | +12.8% | -10.1% | -4.3% |
| 3M | -8.8% | +10.3% | -19.1% | -14.1% |
| 6M | +4.6% | +32.0% | -27.4% | -12.2% |
| YTD | -1.9% | +19.1% | -21.0% | -13.0% |
| 1Y | -0.8% | +21.5% | -22.2% | -13.1% |
| 3Y | +43.5% | +76.0% | -32.6% | -4.1% |
| 5Y | -12.1% | +110.9% | -122.9% | -48.0% |
| All | +79.8% | +840.0% | -760.1% | -48.9% |
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