+281.7%
CORZ vs CTAS
+52.5%
+229.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | -7.8% | +0.7% | -8.5% | -7.8% |
| 30D | -14.8% | +11.3% | -26.1% | -15.5% |
| 3M | -32.5% | +11.4% | -43.9% | -33.0% |
| 6M | -42.7% | +35.6% | -78.4% | -46.9% |
| YTD | -9.8% | +20.7% | -30.5% | -13.0% |
| 1Y | -31.9% | +22.8% | -54.8% | -34.9% |
| All | +281.7% | +52.5% | +229.2% | +316.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling