+111.0%
CTAS vs CG
+9.5%
+101.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | 0.0% | -1.3% | +1.2% | +0.2% |
| 30D | -1.0% | -3.2% | +2.2% | -0.4% |
| 3M | +15.8% | +6.2% | +9.5% | +13.6% |
| 6M | -1.0% | -4.7% | +3.7% | -0.7% |
| YTD | +7.4% | -20.6% | +28.0% | +12.0% |
| 1Y | -0.1% | -26.4% | +26.2% | +5.8% |
| 3Y | +66.3% | +55.4% | +10.9% | +37.4% |
| 5Y | +111.0% | +9.8% | +101.1% | +90.6% |
| All | +111.0% | +9.5% | +101.5% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling