-35.3%
CLS vs CTAS
+22.8%
-58.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.4% | +7.5% | +8.1% |
| 7D | -10.6% | -0.7% | -9.8% | -10.9% |
| 30D | -38.4% | +10.3% | -48.7% | -33.9% |
| 3M | -29.9% | +10.2% | -40.1% | -24.8% |
| 6M | -40.6% | +34.4% | -75.0% | -29.2% |
| YTD | -24.6% | +19.6% | -44.2% | -12.0% |
| All | -35.3% | +22.8% | -58.1% | -21.5% |
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