+81.0%
F vs CTAS
+848.9%
-767.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | +2.9% | +10.3% | -7.4% | -2.8% |
| 3M | -9.5% | +10.2% | -19.7% | -14.7% |
| 6M | +4.0% | +34.4% | -30.3% | -13.6% |
| YTD | -1.3% | +19.6% | -20.8% | -12.6% |
| 1Y | -1.9% | +21.8% | -23.7% | -14.3% |
| 3Y | +53.5% | +74.1% | -20.6% | +3.4% |
| 5Y | -15.1% | +114.0% | -129.2% | -50.2% |
| 10Y | +81.0% | +813.9% | -733.0% | -50.1% |
| All | +81.0% | +848.9% | -767.9% | -50.1% |
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