+1,435.7%
CTAS vs CFG
+347.0%
+1,088.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +1.2% | -0.9% | +2.0% | +1.5% |
| 30D | +12.8% | +1.1% | +11.7% | +12.4% |
| 3M | +10.3% | -12.0% | +22.3% | +14.9% |
| 6M | +32.0% | -2.2% | +34.2% | +32.4% |
| YTD | +19.1% | +11.4% | +7.7% | +13.7% |
| 1Y | +21.5% | +27.8% | -6.4% | +10.5% |
| 3Y | +76.0% | +173.3% | -97.3% | +18.4% |
| 5Y | +110.9% | +62.4% | +48.4% | +65.2% |
| 10Y | +849.8% | +249.6% | +600.2% | +390.6% |
| All | +1,435.7% | +347.0% | +1,088.6% | +634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling