+696.9%
CLF vs CTAS
+23,129.2%
-22,432.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +7.6% | -1.8% | +9.4% | +8.5% |
| 30D | -1.2% | -0.2% | -1.0% | -1.3% |
| 3M | -13.4% | +11.7% | -25.1% | -18.5% |
| 6M | +15.4% | +0.7% | +14.7% | +13.7% |
| YTD | -5.9% | +7.4% | -13.3% | -10.0% |
| 1Y | +18.8% | -2.1% | +20.9% | +18.4% |
| 3Y | -19.4% | +62.9% | -82.3% | -38.3% |
| 5Y | -47.7% | +111.9% | -159.6% | -64.6% |
| 10Y | +130.4% | +652.2% | -521.8% | -7.9% |
| All | +696.9% | +23,129.2% | -22,432.4% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling