+340.0%
IR vs CTAS
+711.7%
-371.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | +9.0% | +11.3% | -2.3% | +1.8% |
| 3M | -0.9% | +11.4% | -12.3% | -7.7% |
| 6M | +13.4% | +35.6% | -22.2% | -7.4% |
| YTD | +8.5% | +20.7% | -12.2% | -4.9% |
| 1Y | +11.3% | +22.8% | -11.6% | -3.5% |
| 3Y | +26.0% | +73.4% | -47.4% | -14.4% |
| 5Y | +47.9% | +117.6% | -69.7% | -13.8% |
| All | +340.0% | +711.7% | -371.7% | +30.0% |
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