+21.9%
CCL vs CTAS
+25.6%
-3.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.4% |
| 7D | +11.6% | +7.6% | +4.0% | +8.9% |
| 30D | +22.5% | +17.2% | +5.3% | +15.3% |
| 3M | +6.4% | +12.8% | -6.4% | +1.5% |
| 6M | +23.4% | +38.0% | -14.6% | +4.1% |
| YTD | +4.2% | +22.7% | -18.5% | -4.9% |
| 1Y | +21.9% | +25.6% | -3.8% | +6.2% |
| All | +21.9% | +25.6% | -3.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling