+113.9%
SOXX vs CTAS
-1.7%
+115.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.4% |
| 7D | +2.2% | -1.8% | +4.0% | +1.3% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | -13.7% | +11.7% | -25.4% | -9.3% |
| 6M | +52.4% | +0.7% | +51.7% | +59.9% |
| YTD | +72.8% | +7.4% | +65.4% | +82.5% |
| 1Y | +113.9% | -2.1% | +116.0% | +125.1% |
| All | +113.9% | -1.7% | +115.6% | +125.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling