+1,077.0%
TER vs CTAS
+832.5%
+244.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +7.8% |
| 7D | +5.9% | -0.8% | +6.7% | +6.5% |
| 30D | -30.8% | +10.7% | -41.5% | -35.3% |
| 3M | -29.9% | +11.0% | -40.9% | -35.0% |
| 6M | -27.5% | +38.7% | -66.2% | -44.0% |
| YTD | +37.5% | +21.8% | +15.7% | +15.5% |
| 1Y | +50.3% | +23.6% | +26.7% | +24.7% |
| 3Y | +204.9% | +74.9% | +130.0% | +91.5% |
| 5Y | +89.2% | +119.5% | -30.3% | +1.6% |
| 10Y | +1,077.0% | +820.2% | +256.7% | +176.7% |
| All | +1,077.0% | +832.5% | +244.5% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling