+597.0%
SE vs CTAS
+481.5%
+115.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.1% | -1.0% | +0.9% | +0.6% |
| 3M | +34.1% | +15.8% | +18.4% | +21.0% |
| 6M | +23.2% | -1.0% | +24.2% | +22.7% |
| YTD | -11.2% | +7.4% | -18.6% | -16.1% |
| 1Y | -40.5% | -0.1% | -40.4% | -41.3% |
| 3Y | +196.3% | +66.3% | +130.0% | +101.7% |
| 5Y | -67.0% | +111.0% | -178.0% | -80.3% |
| All | +597.0% | +481.5% | +115.5% | +143.8% |
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