-26.3%
U vs CTAS
+189.3%
-215.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.8% |
| 7D | +24.4% | +0.7% | +23.7% | +23.5% |
| 30D | +7.4% | +11.3% | -3.9% | -1.5% |
| 3M | +16.8% | +11.4% | +5.4% | +6.7% |
| 6M | +78.8% | +35.6% | +43.1% | +37.2% |
| YTD | +14.0% | +20.7% | -6.7% | -4.7% |
| 1Y | +16.7% | +22.8% | -6.1% | -4.3% |
| 3Y | +86.4% | +73.4% | +13.0% | -1.8% |
| 5Y | -71.5% | +117.6% | -189.1% | -88.3% |
| All | -26.3% | +189.3% | -215.7% | -74.4% |
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