-19.1%
TE vs CTAS
+66.0%
-85.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -3.0% |
| 7D | +15.0% | +1.0% | +14.0% | +15.0% |
| 30D | -7.5% | -1.1% | -6.5% | -7.5% |
| 3M | -42.0% | +11.5% | -53.5% | -43.2% |
| 6M | -31.4% | +0.2% | -31.6% | -31.2% |
| YTD | -26.5% | +7.2% | -33.7% | -28.1% |
| 1Y | +153.1% | 0.0% | +153.1% | +153.5% |
| All | -19.1% | +66.0% | -85.1% | -45.6% |
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