+80.1%
CLF vs CTAS
+848.9%
-768.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.7% |
| 7D | -14.1% | -0.7% | -13.4% | -13.7% |
| 30D | -5.5% | +10.3% | -15.8% | -13.0% |
| 3M | 0.0% | +10.2% | -10.2% | -8.4% |
| 6M | +11.3% | +34.4% | -23.1% | -13.9% |
| YTD | -7.7% | +19.6% | -27.2% | -22.0% |
| 1Y | +17.5% | +21.8% | -4.2% | -2.3% |
| 3Y | -25.4% | +74.1% | -99.5% | -56.4% |
| 5Y | -46.0% | +114.0% | -160.0% | -73.8% |
| 10Y | +80.1% | +813.9% | -733.9% | -80.3% |
| All | +80.1% | +848.9% | -768.8% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling