-45.4%
TE vs CTAS
+110.0%
-155.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | +15.0% | +1.0% | +14.0% | +14.6% |
| 30D | -7.5% | -1.1% | -6.5% | -7.2% |
| 3M | -42.0% | +11.5% | -53.5% | -46.5% |
| 6M | -31.4% | +0.2% | -31.6% | -32.8% |
| YTD | -26.5% | +7.2% | -33.7% | -31.7% |
| 1Y | +153.1% | 0.0% | +153.1% | +144.6% |
| 3Y | -20.7% | +65.9% | -86.6% | -54.2% |
| 5Y | -45.4% | +109.6% | -155.0% | -73.0% |
| All | -45.4% | +110.0% | -155.5% | -73.0% |
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 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