-33.8%
CCL vs CTAS
+817.6%
-851.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.8% |
| 30D | +10.3% | +10.2% | +0.1% | +0.8% |
| 3M | +6.6% | +12.1% | -5.5% | -4.6% |
| 6M | +20.0% | +38.3% | -18.3% | -13.1% |
| YTD | -1.9% | +21.9% | -23.8% | -20.4% |
| 1Y | +10.4% | +24.0% | -13.6% | -11.8% |
| 3Y | +134.8% | +75.1% | +59.7% | +28.6% |
| 5Y | +34.0% | +116.9% | -82.9% | -40.7% |
| All | -33.8% | +817.6% | -851.4% | -87.3% |
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