+2,670.9%
CTAS vs CF
+5,277.9%
-2,607.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -2.3% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | +15.5% | +2.2% | +13.3% | +14.8% |
| 3M | +12.7% | +2.1% | +10.6% | +11.7% |
| 6M | +34.5% | -6.5% | +41.0% | +35.0% |
| YTD | +21.3% | +55.6% | -34.2% | +8.4% |
| 1Y | +23.1% | +42.3% | -19.2% | +11.8% |
| 3Y | +79.3% | +55.7% | +23.6% | +56.8% |
| 5Y | +114.7% | +122.4% | -7.7% | +67.1% |
| 10Y | +867.1% | +568.5% | +298.6% | +474.2% |
| All | +2,670.9% | +5,277.9% | -2,607.0% | +916.3% |
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