+83.1%
CL vs CTAS
+832.5%
-749.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +9.5% | +10.7% | -1.2% | +6.6% |
| 3M | +6.8% | +11.0% | -4.2% | +3.8% |
| 6M | +14.3% | +38.7% | -24.5% | +4.4% |
| YTD | +26.3% | +21.8% | +4.5% | +19.3% |
| 1Y | +25.6% | +23.6% | +2.0% | +18.1% |
| 3Y | +38.5% | +74.9% | -36.5% | +17.7% |
| 5Y | +40.7% | +119.5% | -78.8% | +11.6% |
| 10Y | +83.1% | +820.2% | -737.2% | +6.2% |
| All | +83.1% | +832.5% | -749.4% | +6.2% |
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