-41.3%
CORZ vs CTAS
+25.6%
-66.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -8.7% |
| 7D | -14.9% | +7.6% | -22.6% | -10.3% |
| 30D | -23.1% | +17.2% | -40.3% | -14.5% |
| 3M | -44.1% | +12.8% | -56.8% | -39.4% |
| 6M | -39.5% | +38.0% | -77.5% | -30.4% |
| YTD | -12.4% | +22.7% | -35.1% | +0.2% |
| 1Y | -41.3% | +25.6% | -67.0% | -31.7% |
| All | -41.3% | +25.6% | -66.9% | -31.7% |
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