+76.3%
CL vs CTAS
+848.9%
-772.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +11.6% | +10.3% | +1.3% | +8.7% |
| 3M | +5.6% | +10.2% | -4.6% | +2.8% |
| 6M | +13.2% | +34.4% | -21.2% | +4.3% |
| YTD | +26.9% | +19.6% | +7.4% | +20.5% |
| 1Y | +27.3% | +21.8% | +5.5% | +20.3% |
| 3Y | +39.7% | +74.1% | -34.4% | +18.9% |
| 5Y | +41.3% | +114.0% | -72.7% | +12.8% |
| 10Y | +76.3% | +813.9% | -737.7% | +0.5% |
| All | +76.3% | +848.9% | -772.6% | +0.5% |
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 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