+23,259.8%
CTAS vs CLX
+2,386.6%
+20,873.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -1.8% | -9.2% | +7.4% | +1.3% |
| 30D | -0.2% | -11.0% | +10.8% | +3.6% |
| 3M | +11.7% | +5.0% | +6.6% | +9.6% |
| 6M | +0.7% | -18.8% | +19.5% | +6.9% |
| YTD | +7.4% | -4.4% | +11.8% | +7.9% |
| 1Y | -2.1% | -21.9% | +19.7% | +4.8% |
| 3Y | +62.9% | -32.8% | +95.7% | +80.9% |
| 5Y | +111.9% | -34.6% | +146.4% | +131.8% |
| 10Y | +652.2% | -4.7% | +656.9% | +578.5% |
| All | +23,259.8% | +2,386.6% | +20,873.2% | +8,277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling