+444.2%
V vs CTAS
+848.9%
-404.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +9.5% | +10.3% | -0.7% | +3.7% |
| 3M | +16.7% | +10.2% | +6.5% | +10.4% |
| 6M | +32.9% | +34.4% | -1.4% | +11.9% |
| YTD | +21.1% | +19.6% | +1.5% | +8.4% |
| 1Y | +26.6% | +21.8% | +4.8% | +12.1% |
| 3Y | +78.4% | +74.1% | +4.2% | +24.7% |
| 5Y | +105.5% | +114.0% | -8.6% | +24.8% |
| 10Y | +444.2% | +813.9% | -369.7% | +51.5% |
| All | +444.2% | +848.9% | -404.7% | +51.5% |
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