+83.5%
CLF vs CTAS
+820.8%
-737.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +3.9% | +4.2% |
| 7D | -9.1% | +0.7% | -9.7% | -9.6% |
| 30D | -0.9% | +11.3% | -12.2% | -9.4% |
| 3M | +3.0% | +11.4% | -8.5% | -6.5% |
| 6M | +16.7% | +35.6% | -18.9% | -10.3% |
| YTD | -3.2% | +20.7% | -23.9% | -18.7% |
| 1Y | +24.6% | +22.8% | +1.8% | +2.9% |
| 3Y | -22.3% | +73.4% | -95.7% | -54.3% |
| 5Y | -41.2% | +117.6% | -158.8% | -71.8% |
| 10Y | +83.5% | +818.4% | -734.9% | -80.1% |
| All | +83.5% | +820.8% | -737.3% | -80.1% |
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 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