+31.4%
CORZ vs CTAS
-1.7%
+33.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.3% |
| 7D | +8.4% | -1.8% | +10.2% | +6.9% |
| 30D | -17.8% | -0.2% | -17.6% | -17.9% |
| 3M | -35.9% | +11.7% | -47.6% | -32.0% |
| 6M | +12.9% | +0.7% | +12.2% | +12.7% |
| YTD | +22.9% | +7.4% | +15.5% | +28.7% |
| 1Y | +31.4% | -2.1% | +33.5% | +34.3% |
| All | +31.4% | -1.7% | +33.1% | +34.3% |
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