+484.0%
V vs CTAS
+814.6%
-330.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +0.9% | +2.0% | -1.1% | -0.2% |
| 30D | +9.0% | +8.7% | +0.3% | +4.0% |
| 3M | +16.7% | +13.3% | +3.4% | +8.8% |
| 6M | +33.4% | +39.4% | -6.0% | +10.0% |
| YTD | +22.4% | +21.5% | +0.9% | +8.5% |
| 1Y | +27.7% | +21.9% | +5.8% | +13.0% |
| 3Y | +78.0% | +73.6% | +4.3% | +24.7% |
| 5Y | +108.5% | +116.2% | -7.7% | +26.0% |
| All | +484.0% | +814.6% | -330.6% | +64.4% |
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