+292.5%
LOW vs CTAS
+817.6%
-525.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +21.3% | +10.2% | +11.0% | +14.8% |
| 3M | +6.0% | +12.1% | -6.1% | -0.7% |
| 6M | +2.6% | +38.3% | -35.7% | -15.0% |
| YTD | -3.6% | +21.9% | -25.5% | -14.3% |
| 1Y | -1.0% | +24.0% | -25.0% | -12.8% |
| 3Y | +24.2% | +75.1% | -51.0% | -13.2% |
| 5Y | +6.3% | +116.9% | -110.6% | -35.1% |
| All | +292.5% | +817.6% | -525.1% | -4.0% |
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