+53.4%
CL vs CTAS
+658.8%
-605.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | -5.2% | -1.0% | -4.2% | -5.0% |
| 3M | +3.3% | +15.8% | -12.5% | -0.8% |
| 6M | -4.4% | -1.0% | -3.4% | -4.4% |
| YTD | +13.9% | +7.4% | +6.5% | +11.4% |
| 1Y | +7.6% | -0.1% | +7.8% | +7.2% |
| 3Y | +29.6% | +66.3% | -36.7% | +11.5% |
| 5Y | +28.1% | +111.0% | -82.9% | +2.7% |
| 10Y | +53.4% | +662.9% | -609.5% | -7.8% |
| All | +53.4% | +658.8% | -605.4% | -7.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling