+22.5%
CTAS vs CLX
+6.7%
+15.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.7% | +13.6% | -13.0% | -2.6% |
| 30D | +11.3% | +29.1% | -17.8% | +4.1% |
| 3M | +11.4% | +1.6% | +9.8% | +10.8% |
| 6M | +35.6% | +18.7% | +16.9% | +29.6% |
| YTD | +20.7% | +11.1% | +9.6% | +15.3% |
| All | +22.5% | +6.7% | +15.8% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling