+68.4%
T vs CTAS
+665.9%
-597.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | +1.0% | -4.1% | -3.4% |
| 30D | +4.6% | -1.1% | +5.6% | +4.9% |
| 3M | +12.2% | +11.5% | +0.7% | +8.4% |
| 6M | -6.5% | +0.2% | -6.6% | -6.9% |
| YTD | +4.9% | +7.2% | -2.3% | +2.2% |
| 1Y | -10.5% | 0.0% | -10.5% | -11.0% |
| 3Y | +104.6% | +65.9% | +38.7% | +70.7% |
| 5Y | +64.2% | +109.6% | -45.4% | +24.5% |
| 10Y | +68.4% | +683.8% | -615.3% | -17.9% |
| All | +68.4% | +665.9% | -597.4% | -17.9% |
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