+120.0%
CLF vs CTAS
+658.7%
-538.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | -1.8% | +9.4% | +9.0% |
| 30D | -1.2% | -0.2% | -1.0% | -1.4% |
| 3M | -13.4% | +11.7% | -25.1% | -21.8% |
| 6M | +15.4% | +0.7% | +14.7% | +12.3% |
| YTD | -5.9% | +7.4% | -13.3% | -12.9% |
| 1Y | +18.8% | -2.1% | +20.9% | +17.7% |
| 3Y | -19.4% | +62.9% | -82.3% | -50.6% |
| 5Y | -47.7% | +111.9% | -159.6% | -74.8% |
| All | +120.0% | +658.7% | -538.7% | -69.7% |
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