+111.0%
CTAS vs CLX
-35.2%
+146.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | 0.0% | -3.5% | +3.5% | +0.8% |
| 30D | -1.0% | -11.9% | +10.9% | +2.0% |
| 3M | +15.8% | -2.6% | +18.4% | +16.4% |
| 6M | -1.0% | -18.2% | +17.2% | +3.2% |
| YTD | +7.4% | -5.9% | +13.3% | +8.2% |
| 1Y | -0.1% | -23.8% | +23.7% | +5.5% |
| 3Y | +66.3% | -33.6% | +99.9% | +80.0% |
| 5Y | +111.0% | -35.7% | +146.6% | +120.1% |
| All | +111.0% | -35.2% | +146.1% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling