+241.9%
CORZ vs CTAS
+50.5%
+191.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.4% |
| 7D | -11.2% | +1.2% | -12.4% | -11.3% |
| 30D | -26.2% | +12.8% | -39.0% | -27.0% |
| 3M | -44.1% | +10.3% | -54.4% | -44.6% |
| 6M | -52.3% | +32.0% | -84.2% | -55.5% |
| YTD | -19.2% | +19.1% | -38.4% | -22.0% |
| 1Y | -42.9% | +21.5% | -64.4% | -45.4% |
| All | +241.9% | +50.5% | +191.3% | +273.4% |
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