+2,353.5%
CTAS vs CF
+5,948.3%
-3,594.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | -1.8% | +6.0% | -7.8% | -3.0% |
| 30D | -0.2% | +14.8% | -15.0% | -3.1% |
| 3M | +11.7% | +14.1% | -2.4% | +8.4% |
| 6M | +0.7% | +28.5% | -27.8% | -5.9% |
| YTD | +7.4% | +74.9% | -67.5% | -6.0% |
| 1Y | -2.1% | +61.7% | -63.8% | -13.1% |
| 3Y | +62.9% | +80.3% | -17.4% | +38.6% |
| 5Y | +111.9% | +226.0% | -114.1% | +52.0% |
| 10Y | +652.2% | +569.9% | +82.3% | +345.8% |
| All | +2,353.5% | +5,948.3% | -3,594.9% | +782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling