+683.8%
CTAS vs CLX
-3.8%
+687.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | +1.0% | -4.9% | +5.9% | +2.0% |
| 30D | -1.1% | -15.8% | +14.8% | +2.4% |
| 3M | +11.5% | -7.9% | +19.4% | +13.3% |
| 6M | +0.2% | -19.0% | +19.2% | +4.0% |
| YTD | +7.2% | -7.9% | +15.1% | +8.4% |
| 1Y | 0.0% | -25.4% | +25.4% | +5.2% |
| 3Y | +65.9% | -35.0% | +100.9% | +78.0% |
| 5Y | +109.6% | -36.8% | +146.3% | +122.6% |
| 10Y | +683.8% | -1.4% | +685.2% | +630.2% |
| All | +683.8% | -3.8% | +687.6% | +630.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling