+204.4%
IEFA vs CTAS
+2,495.8%
-2,291.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +2.2% | +2.0% | +0.2% | +1.4% |
| 30D | +1.1% | +8.7% | -7.6% | -2.2% |
| 3M | -4.3% | +13.3% | -17.5% | -8.9% |
| 6M | +1.4% | +39.4% | -38.0% | -11.8% |
| YTD | +10.1% | +21.5% | -11.4% | +0.9% |
| 1Y | +12.9% | +21.9% | -9.0% | +3.3% |
| 3Y | +65.8% | +73.6% | -7.9% | +28.3% |
| 5Y | +47.7% | +116.2% | -68.5% | +2.9% |
| 10Y | +146.8% | +818.2% | -671.4% | -10.8% |
| All | +204.4% | +2,495.8% | -2,291.4% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling