+2,325.5%
CTAS vs CG
+351.2%
+1,974.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.8% | -4.3% | +2.5% | -0.5% |
| 30D | -0.2% | -5.1% | +4.9% | +1.1% |
| 3M | +11.7% | +8.7% | +3.0% | +8.3% |
| 6M | +0.7% | -9.2% | +9.9% | +2.5% |
| YTD | +7.4% | -18.9% | +26.3% | +12.4% |
| 1Y | -2.1% | -25.6% | +23.5% | +4.8% |
| 3Y | +62.9% | +57.3% | +5.7% | +30.0% |
| 5Y | +111.9% | +10.2% | +101.7% | +83.0% |
| 10Y | +652.2% | +364.2% | +288.0% | +323.9% |
| All | +2,325.5% | +351.2% | +1,974.3% | +1,270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling