+74.1%
CTAS vs CAG
-34.3%
+108.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.7% | +4.6% | -5.3% | -1.7% |
| 30D | +10.3% | +14.7% | -4.4% | +6.9% |
| 3M | +10.2% | +2.4% | +7.8% | +9.3% |
| 6M | +34.4% | +10.7% | +23.7% | +30.8% |
| YTD | +19.6% | -5.5% | +25.1% | +19.6% |
| 1Y | +21.8% | -4.6% | +26.4% | +21.6% |
| 3Y | +74.1% | -34.4% | +108.6% | +87.6% |
| All | +74.1% | -34.3% | +108.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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