-41.7%
CCL vs CTAS
+665.9%
-707.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -1.9% |
| 7D | -4.4% | +1.0% | -5.4% | -5.3% |
| 30D | -18.2% | -1.1% | -17.1% | -17.6% |
| 3M | -17.7% | +11.5% | -29.2% | -26.7% |
| 6M | -13.0% | +0.2% | -13.2% | -14.7% |
| YTD | -24.5% | +7.2% | -31.7% | -30.7% |
| 1Y | -26.9% | 0.0% | -26.9% | -28.7% |
| 3Y | +50.8% | +65.9% | -15.2% | -13.2% |
| 5Y | -0.9% | +109.6% | -110.5% | -54.8% |
| 10Y | -41.7% | +683.8% | -725.4% | -86.9% |
| All | -41.7% | +665.9% | -707.5% | -86.9% |
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