+25.6%
CTAS vs CG
-14.1%
+39.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.2% | +2.0% |
| 7D | +7.6% | +9.4% | -1.8% | +6.8% |
| 30D | +17.2% | +8.7% | +8.5% | +16.3% |
| 3M | +12.8% | -15.0% | +27.7% | +13.7% |
| 6M | +38.0% | -13.2% | +51.2% | +38.7% |
| YTD | +22.7% | -26.2% | +48.9% | +24.3% |
| 1Y | +25.6% | -14.1% | +39.8% | +24.1% |
| All | +25.6% | -14.1% | +39.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling