+683.8%
CTAS vs COR
+399.7%
+284.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.0% | -3.9% | +4.9% | +2.3% |
| 30D | -1.1% | -0.3% | -0.7% | -1.1% |
| 3M | +11.5% | +15.9% | -4.4% | +6.2% |
| 6M | +0.2% | -10.3% | +10.4% | +2.9% |
| YTD | +7.2% | -3.7% | +10.9% | +7.0% |
| 1Y | 0.0% | +9.1% | -9.1% | -4.6% |
| 3Y | +65.9% | +86.6% | -20.7% | +30.0% |
| 5Y | +109.6% | +180.9% | -71.4% | +41.5% |
| 10Y | +683.8% | +407.4% | +276.3% | +356.9% |
| All | +683.8% | +399.7% | +284.0% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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