+2,953.7%
CLS vs CTAS
+675.6%
+2,278.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +5.0% | -1.3% | +6.3% | +5.7% |
| 30D | +4.8% | -3.1% | +7.9% | +6.3% |
| 3M | -10.4% | +10.3% | -20.7% | -16.5% |
| 6M | +20.8% | +1.6% | +19.2% | +17.0% |
| YTD | +10.0% | +6.3% | +3.7% | +3.3% |
| 1Y | +28.5% | -0.5% | +29.0% | +24.4% |
| 3Y | +1,292.2% | +64.6% | +1,227.6% | +870.2% |
| 5Y | +3,616.8% | +106.0% | +3,510.8% | +2,135.4% |
| All | +2,953.7% | +675.6% | +2,278.1% | +1,101.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling