+113.3%
CTAS vs CF
+120.6%
-7.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +1.2% | -3.2% | +4.3% | +1.4% |
| 30D | +12.8% | +4.3% | +8.4% | +12.3% |
| 3M | +10.3% | +2.8% | +7.5% | +9.8% |
| 6M | +32.0% | +0.6% | +31.4% | +31.5% |
| YTD | +19.1% | +56.6% | -37.5% | +12.5% |
| 1Y | +21.5% | +49.6% | -28.1% | +15.2% |
| 3Y | +76.0% | +61.5% | +14.6% | +63.5% |
| All | +113.3% | +120.6% | -7.2% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling