+82.5%
O vs CTAS
+832.5%
-750.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | +9.4% | +10.7% | -1.3% | +3.9% |
| 3M | -2.4% | +11.0% | -13.4% | -7.6% |
| 6M | -1.9% | +38.7% | -40.6% | -17.5% |
| YTD | +10.5% | +21.8% | -11.3% | -1.1% |
| 1Y | +10.0% | +23.6% | -13.6% | -2.4% |
| 3Y | +40.5% | +74.9% | -34.5% | -0.3% |
| 5Y | +10.2% | +119.5% | -109.2% | -32.7% |
| 10Y | +82.5% | +820.2% | -737.8% | -35.1% |
| All | +82.5% | +832.5% | -750.0% | -35.1% |
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