+145.2%
TE vs CTAS
+1.1%
+144.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +2.1% |
| 7D | +0.2% | +0.5% | -0.3% | +0.6% |
| 30D | -5.9% | -0.7% | -5.2% | -6.7% |
| 3M | -45.6% | +11.1% | -56.6% | -39.5% |
| 6M | -43.4% | +2.1% | -45.5% | -43.9% |
| YTD | -31.0% | +8.0% | -38.9% | -26.2% |
| 1Y | +145.2% | -0.5% | +145.7% | +91.8% |
| All | +145.2% | +1.1% | +144.2% | +91.8% |
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 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