+820.2%
CTAS vs CF
+485.9%
+334.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -0.8% | +10.4% | -11.1% | -3.0% |
| 30D | +10.7% | +7.6% | +3.2% | +8.8% |
| 3M | +11.0% | +5.2% | +5.8% | +9.2% |
| 6M | +38.7% | -0.1% | +38.8% | +37.5% |
| YTD | +21.8% | +61.7% | -39.9% | +5.2% |
| 1Y | +23.6% | +50.3% | -26.8% | +8.6% |
| 3Y | +74.9% | +66.0% | +9.0% | +45.7% |
| 5Y | +119.5% | +114.5% | +4.9% | +57.2% |
| 10Y | +820.2% | +471.5% | +348.7% | +369.6% |
| All | +820.2% | +485.9% | +334.3% | +369.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling