+995.4%
TER vs CTAS
+814.6%
+180.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.2% |
| 7D | +14.4% | +2.0% | +12.4% | +13.1% |
| 30D | -30.6% | +8.7% | -39.3% | -34.4% |
| 3M | -39.2% | +13.3% | -52.5% | -44.2% |
| 6M | -31.3% | +39.4% | -70.7% | -47.1% |
| YTD | +29.1% | +21.5% | +7.6% | +8.6% |
| 1Y | +47.4% | +21.9% | +25.5% | +23.6% |
| 3Y | +191.2% | +73.6% | +117.6% | +83.9% |
| 5Y | +74.0% | +116.2% | -42.2% | -5.7% |
| All | +995.4% | +814.6% | +180.9% | +158.1% |
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 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