+43.4%
CL vs CTAS
+115.9%
-72.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.2% | +2.0% | +1.2% | +2.6% |
| 30D | +8.0% | +8.7% | -0.6% | +5.3% |
| 3M | +7.9% | +13.3% | -5.4% | +3.8% |
| 6M | +14.7% | +39.4% | -24.7% | +3.6% |
| YTD | +29.2% | +21.5% | +7.7% | +21.2% |
| 1Y | +29.5% | +21.9% | +7.6% | +21.4% |
| 3Y | +40.7% | +73.6% | -33.0% | +16.4% |
| All | +43.4% | +115.9% | -72.5% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling