+2,590.4%
CTAS vs CG
+281.3%
+2,309.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +1.2% | -1.2% | +2.4% | +1.5% |
| 30D | +12.8% | +5.0% | +7.7% | +11.0% |
| 3M | +10.3% | -18.2% | +28.5% | +16.5% |
| 6M | +32.0% | -20.7% | +52.7% | +40.0% |
| YTD | +19.1% | -31.4% | +50.6% | +30.7% |
| 1Y | +21.5% | -22.3% | +43.7% | +27.9% |
| 3Y | +76.0% | +50.2% | +25.9% | +41.5% |
| 5Y | +110.9% | -22.1% | +132.9% | +103.9% |
| 10Y | +849.8% | +295.5% | +554.3% | +460.6% |
| All | +2,590.4% | +281.3% | +2,309.0% | +1,493.7% |
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