+372.3%
SE vs CTAS
+553.4%
-181.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | 0.0% | +0.7% | -0.6% | -0.3% |
| 30D | -19.4% | +11.3% | -30.7% | -24.9% |
| 3M | -33.1% | +11.4% | -44.5% | -37.8% |
| 6M | -11.4% | +35.6% | -47.1% | -28.2% |
| YTD | -39.8% | +20.7% | -60.5% | -47.4% |
| 1Y | -50.5% | +22.8% | -73.3% | -57.3% |
| 3Y | +68.9% | +73.4% | -4.6% | +11.9% |
| 5Y | -77.1% | +117.6% | -194.7% | -86.7% |
| All | +372.3% | +553.4% | -181.0% | +52.8% |
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