+25.6%
CTAS vs CF
+35.9%
-10.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +2.3% |
| 7D | +7.6% | -6.9% | +14.5% | +7.5% |
| 30D | +17.2% | -3.7% | +21.0% | +17.1% |
| 3M | +12.8% | -5.0% | +17.7% | +12.5% |
| 6M | +38.0% | -10.5% | +48.4% | +37.6% |
| YTD | +22.7% | +46.5% | -23.8% | +16.2% |
| 1Y | +25.6% | +34.8% | -9.2% | +20.6% |
| All | +25.6% | +35.9% | -10.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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