+54.0%
CL vs CTAS
+658.7%
-604.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.7% |
| 30D | -4.8% | -0.2% | -4.6% | -4.8% |
| 3M | +4.9% | +11.7% | -6.8% | +1.7% |
| 6M | -5.7% | +0.7% | -6.4% | -6.2% |
| YTD | +14.4% | +7.4% | +7.0% | +11.8% |
| 1Y | +8.7% | -2.1% | +10.9% | +8.8% |
| 3Y | +30.0% | +62.9% | -33.0% | +12.5% |
| 5Y | +28.4% | +111.9% | -83.5% | +2.8% |
| All | +54.0% | +658.7% | -604.7% | -7.4% |
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