-53.2%
TE vs CTAS
+205.2%
-258.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | -1.8% | -2.1% | -3.6% |
| 30D | -15.9% | -0.2% | -15.7% | -15.9% |
| 3M | -60.5% | +11.7% | -72.2% | -62.2% |
| 6M | -35.2% | +0.7% | -35.9% | -36.1% |
| YTD | -31.1% | +7.4% | -38.5% | -33.7% |
| 1Y | +148.6% | -2.1% | +150.8% | +146.0% |
| 3Y | -26.4% | +62.9% | -89.3% | -38.8% |
| 5Y | -48.0% | +111.9% | -159.9% | -59.2% |
| All | -53.2% | +205.2% | -258.3% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling