+732.7%
CLS vs CTAS
+75.4%
+657.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | -22.2% | +1.2% | -23.3% | -22.1% |
| 30D | -44.4% | +12.8% | -57.1% | -44.9% |
| 3M | -34.3% | +10.3% | -44.6% | -34.9% |
| 6M | -50.1% | +32.0% | -82.1% | -52.7% |
| YTD | -30.1% | +19.1% | -49.2% | -31.8% |
| 1Y | -39.3% | +21.5% | -60.8% | -41.4% |
| 3Y | +732.7% | +76.0% | +656.7% | +527.1% |
| All | +732.7% | +75.4% | +657.3% | +527.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling