-47.8%
CLF vs CTAS
+113.1%
-160.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | -1.8% | +9.4% | +8.7% |
| 30D | -1.2% | -0.2% | -1.0% | -1.3% |
| 3M | -13.4% | +11.7% | -25.1% | -20.0% |
| 6M | +15.4% | +0.7% | +14.7% | +13.6% |
| YTD | -5.9% | +7.4% | -13.3% | -11.0% |
| 1Y | +18.8% | -2.1% | +20.9% | +18.9% |
| 3Y | -19.4% | +62.9% | -82.3% | -48.4% |
| All | -47.8% | +113.1% | -160.9% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling