+116.3%
CLF vs CTAS
+658.8%
-542.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | 0.0% | +6.5% | +6.4% |
| 30D | +0.2% | -1.0% | +1.2% | +0.7% |
| 3M | -3.1% | +15.8% | -18.8% | -15.0% |
| 6M | +25.0% | -1.0% | +26.0% | +23.4% |
| YTD | -7.5% | +7.4% | -14.9% | -14.3% |
| 1Y | +11.5% | -0.1% | +11.7% | +8.7% |
| 3Y | -13.7% | +66.3% | -80.0% | -48.1% |
| 5Y | -47.0% | +111.0% | -158.0% | -74.3% |
| 10Y | +116.3% | +662.9% | -546.6% | -70.2% |
| All | +116.3% | +658.8% | -542.5% | -70.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling