+58.8%
T vs CTAS
+820.8%
-762.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | -1.1% | +11.3% | -12.4% | -4.3% |
| 3M | -7.7% | +11.4% | -19.2% | -10.9% |
| 6M | -10.6% | +35.6% | -46.3% | -18.9% |
| YTD | -7.5% | +20.7% | -28.2% | -13.2% |
| 1Y | -7.4% | +22.8% | -30.3% | -13.7% |
| 3Y | +63.1% | +73.4% | -10.3% | +34.4% |
| 5Y | +55.2% | +117.6% | -62.4% | +16.6% |
| 10Y | +58.8% | +818.4% | -759.6% | -29.0% |
| All | +58.8% | +820.8% | -762.0% | -29.0% |
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