+55.3%
O vs CTAS
+665.9%
-610.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.3% | +1.0% | -3.2% | -2.7% |
| 30D | -2.4% | -1.1% | -1.4% | -2.0% |
| 3M | -0.6% | +11.5% | -12.1% | -6.3% |
| 6M | -5.0% | +0.2% | -5.2% | -5.8% |
| YTD | +10.4% | +7.2% | +3.2% | +5.5% |
| 1Y | +6.6% | 0.0% | +6.6% | +5.3% |
| 3Y | +28.4% | +65.9% | -37.5% | -6.8% |
| 5Y | +15.3% | +109.6% | -94.3% | -28.4% |
| 10Y | +55.3% | +683.8% | -628.4% | -42.9% |
| All | +55.3% | +665.9% | -610.5% | -42.9% |
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