+37.6%
CL vs CTAS
+75.4%
-37.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +1.3% | +1.2% | +0.2% | +1.0% |
| 30D | +11.4% | +12.8% | -1.4% | +7.5% |
| 3M | +4.4% | +10.3% | -5.9% | +1.4% |
| 6M | +10.8% | +32.0% | -21.2% | +2.2% |
| YTD | +25.1% | +19.1% | +6.0% | +18.4% |
| 1Y | +28.0% | +21.5% | +6.5% | +20.4% |
| 3Y | +37.6% | +76.0% | -38.4% | +15.4% |
| All | +37.6% | +75.4% | -37.8% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling