-81.4%
TE vs CTAS
+116.8%
-198.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.6% | -9.9% |
| 7D | -26.9% | +0.7% | -27.5% | -27.0% |
| 30D | -38.9% | +11.3% | -50.2% | -41.8% |
| 3M | -61.0% | +11.4% | -72.4% | -62.9% |
| 6M | -66.4% | +35.6% | -102.0% | -72.1% |
| YTD | -69.0% | +20.7% | -89.7% | -72.8% |
| 1Y | -54.0% | +22.8% | -76.8% | -60.2% |
| 3Y | +38.0% | +73.4% | -35.4% | -20.4% |
| All | -81.4% | +116.8% | -198.2% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling