+6,046.1%
CRH vs CTAS
+23,248.6%
-17,202.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -9.3% | -0.7% | -8.5% | -9.1% |
| 3M | -15.2% | +11.1% | -26.3% | -18.1% |
| 6M | -14.2% | +2.1% | -16.3% | -15.0% |
| YTD | -28.3% | +8.0% | -36.2% | -30.2% |
| 1Y | -21.8% | -0.5% | -21.3% | -22.0% |
| 3Y | +71.6% | +66.2% | +5.4% | +45.5% |
| 5Y | +96.6% | +109.2% | -12.6% | +55.7% |
| 10Y | +253.8% | +689.5% | -435.6% | +95.9% |
| All | +6,046.1% | +23,248.6% | -17,202.5% | +2,347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling