+3,032.4%
CLS vs CTAS
+681.9%
+2,350.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +20.1% | +1.0% | +19.1% | +19.6% |
| 30D | +6.0% | -1.1% | +7.1% | +6.5% |
| 3M | -10.3% | +11.5% | -21.8% | -16.9% |
| 6M | +24.5% | +0.2% | +24.3% | +21.6% |
| YTD | +12.9% | +7.2% | +5.7% | +5.5% |
| 1Y | +36.7% | 0.0% | +36.7% | +32.0% |
| 3Y | +1,328.1% | +65.9% | +1,262.2% | +891.1% |
| 5Y | +3,682.3% | +109.6% | +3,572.8% | +2,153.0% |
| All | +3,032.4% | +681.9% | +2,350.5% | +1,126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling