-34.0%
CLF vs CTAS
+75.4%
-109.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | -19.6% | +1.2% | -20.7% | -19.9% |
| 30D | -5.0% | +12.8% | -17.7% | -9.2% |
| 3M | -6.3% | +10.3% | -16.6% | -9.9% |
| 6M | +2.8% | +32.0% | -29.2% | -8.8% |
| YTD | -13.7% | +19.1% | -32.8% | -19.7% |
| 1Y | +13.6% | +21.5% | -7.9% | +4.7% |
| 3Y | -34.0% | +76.0% | -110.0% | -49.5% |
| All | -34.0% | +75.4% | -109.4% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling