+26,323.0%
CTAS vs CLX
+2,867.3%
+23,455.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +2.0% | +9.5% | -7.5% | -1.0% |
| 30D | +8.7% | +30.7% | -22.0% | -0.6% |
| 3M | +13.3% | +4.2% | +9.0% | +11.3% |
| 6M | +39.4% | +22.1% | +17.3% | +29.7% |
| YTD | +21.5% | +14.1% | +7.4% | +14.9% |
| 1Y | +21.9% | +10.3% | +11.6% | +16.4% |
| 3Y | +73.6% | -7.8% | +81.5% | +73.7% |
| 5Y | +116.2% | -20.8% | +137.1% | +121.7% |
| 10Y | +818.2% | +31.9% | +786.3% | +637.4% |
| All | +26,323.0% | +2,867.3% | +23,455.7% | +8,817.0% |
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