+4,850.5%
CL vs CTAS
+23,129.2%
-18,278.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -4.8% | -0.2% | -4.6% | -4.8% |
| 3M | +4.9% | +11.7% | -6.8% | +2.4% |
| 6M | -5.7% | +0.7% | -6.4% | -6.1% |
| YTD | +14.4% | +7.4% | +7.0% | +12.4% |
| 1Y | +8.7% | -2.1% | +10.9% | +8.9% |
| 3Y | +30.0% | +62.9% | -33.0% | +16.4% |
| 5Y | +28.4% | +111.9% | -83.5% | +8.3% |
| 10Y | +50.1% | +652.2% | -602.1% | -4.0% |
| All | +4,850.5% | +23,129.2% | -18,278.8% | +1,540.1% |
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 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