+813.9%
CTAS vs CFG
+248.3%
+565.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +10.3% | +3.2% | +7.0% | +9.0% |
| 3M | +10.2% | -9.7% | +19.9% | +13.9% |
| 6M | +34.4% | +3.6% | +30.7% | +32.2% |
| YTD | +19.6% | +14.7% | +4.9% | +12.9% |
| 1Y | +21.8% | +29.6% | -7.8% | +10.1% |
| 3Y | +74.1% | +190.6% | -116.4% | +13.9% |
| 5Y | +114.0% | +67.1% | +47.0% | +65.7% |
| 10Y | +813.9% | +237.0% | +576.9% | +417.3% |
| All | +813.9% | +248.3% | +565.7% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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