+39.4%
CL vs CTAS
+74.6%
-35.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +11.8% | +11.3% | +0.5% | +8.3% |
| 3M | +5.9% | +11.4% | -5.5% | +2.5% |
| 6M | +13.3% | +35.6% | -22.3% | +3.7% |
| YTD | +27.1% | +20.7% | +6.4% | +19.8% |
| 1Y | +28.0% | +22.8% | +5.2% | +20.0% |
| 3Y | +39.4% | +73.4% | -34.0% | +17.1% |
| All | +39.4% | +74.6% | -35.2% | +17.1% |
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