+3,269.5%
CLS vs CTAS
+113.1%
+3,156.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | -1.8% | +6.4% | +5.4% |
| 30D | -13.9% | -0.2% | -13.7% | -14.0% |
| 3M | -26.6% | +11.7% | -38.3% | -31.1% |
| 6M | +15.4% | +0.7% | +14.7% | +13.8% |
| YTD | +5.7% | +7.4% | -1.7% | +0.2% |
| 1Y | +41.1% | -2.1% | +43.2% | +40.4% |
| 3Y | +1,228.6% | +62.9% | +1,165.6% | +806.1% |
| All | +3,269.5% | +113.1% | +3,156.4% | +1,650.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling