+5,435.1%
CL vs CTAS
+26,135.0%
-20,699.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +5.9% | +3.8% | +2.1% | +5.1% |
| 30D | +13.8% | +15.5% | -1.8% | +10.4% |
| 3M | +6.4% | +12.7% | -6.3% | +3.7% |
| 6M | +15.6% | +34.5% | -18.9% | +8.6% |
| YTD | +27.9% | +21.3% | +6.6% | +22.5% |
| 1Y | +31.4% | +23.1% | +8.3% | +25.5% |
| 3Y | +41.4% | +79.3% | -38.0% | +24.2% |
| 5Y | +42.8% | +114.7% | -71.9% | +20.1% |
| 10Y | +79.7% | +867.1% | -787.4% | +9.3% |
| All | +5,435.1% | +26,135.0% | -20,699.9% | +1,687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling