+56.1%
CCL vs CTAS
+66.0%
-9.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -5.0% | -1.8% | -3.2% | -4.0% |
| 30D | -20.3% | -0.2% | -20.1% | -20.4% |
| 3M | -15.1% | +11.7% | -26.8% | -21.4% |
| 6M | -15.1% | +0.7% | -15.8% | -16.0% |
| YTD | -21.8% | +7.4% | -29.2% | -25.9% |
| 1Y | -24.8% | -2.1% | -22.7% | -24.3% |
| All | +56.1% | +66.0% | -9.9% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling