+226.8%
SOXX vs CTAS
+67.2%
+159.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -3.6% | -0.7% | -2.8% | -3.5% |
| 3M | -10.2% | +11.1% | -21.2% | -13.9% |
| 6M | +54.2% | +2.1% | +52.1% | +53.8% |
| YTD | +75.2% | +8.0% | +67.3% | +69.3% |
| 1Y | +107.5% | -0.5% | +108.0% | +109.2% |
| 3Y | +226.8% | +66.2% | +160.6% | +137.3% |
| All | +226.8% | +67.2% | +159.5% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling