+1.4%
CCL vs CTAS
+113.1%
-111.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -5.0% | -1.8% | -3.2% | -3.7% |
| 30D | -20.3% | -0.2% | -20.1% | -20.4% |
| 3M | -15.1% | +11.7% | -26.8% | -23.3% |
| 6M | -15.1% | +0.7% | -15.8% | -16.6% |
| YTD | -21.8% | +7.4% | -29.2% | -27.3% |
| 1Y | -24.8% | -2.1% | -22.7% | -24.6% |
| 3Y | +51.9% | +62.9% | -11.1% | -9.5% |
| All | +1.4% | +113.1% | -111.7% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling