-29.6%
CLS vs CTAS
+25.6%
-55.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.4% | -11.4% | -7.2% |
| 7D | -21.1% | +7.6% | -28.8% | -16.2% |
| 30D | -38.2% | +17.2% | -55.4% | -31.0% |
| 3M | -36.3% | +12.8% | -49.1% | -30.5% |
| 6M | -43.8% | +38.0% | -81.8% | -32.0% |
| YTD | -20.0% | +22.7% | -42.7% | -5.1% |
| 1Y | -29.6% | +25.6% | -55.2% | -12.5% |
| All | -29.6% | +25.6% | -55.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling