+1,669.7%
TER vs CTAS
+658.7%
+1,011.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +0.6% | -1.8% | +2.4% | +1.7% |
| 30D | -8.3% | -0.2% | -8.1% | -8.5% |
| 3M | -12.2% | +11.7% | -23.9% | -21.2% |
| 6M | +17.1% | +0.7% | +16.4% | +12.2% |
| YTD | +84.7% | +7.4% | +77.3% | +68.8% |
| 1Y | +199.9% | -2.1% | +202.0% | +190.5% |
| 3Y | +232.8% | +62.9% | +169.8% | +118.0% |
| 5Y | +198.6% | +111.9% | +86.7% | +64.4% |
| All | +1,669.7% | +658.7% | +1,011.0% | +355.8% |
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