+35.1%
CLS vs CTAS
-0.9%
+36.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.7% |
| 7D | +12.8% | 0.0% | +12.8% | +12.5% |
| 30D | +3.8% | -1.0% | +4.8% | +3.2% |
| 3M | -14.6% | +15.8% | -30.4% | -6.3% |
| 6M | +32.2% | -1.0% | +33.2% | +31.3% |
| YTD | +11.6% | +7.4% | +4.2% | +19.3% |
| 1Y | +35.1% | -0.1% | +35.2% | +40.7% |
| All | +35.1% | -0.9% | +36.0% | +40.7% |
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