+111.0%
CTAS vs COR
+180.8%
-69.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -1.0% | +1.5% | -2.5% | -1.6% |
| 3M | +15.8% | +18.7% | -2.9% | +10.1% |
| 6M | -1.0% | -9.0% | +8.0% | +1.2% |
| YTD | +7.4% | -3.3% | +10.7% | +7.2% |
| 1Y | -0.1% | +9.8% | -10.0% | -5.1% |
| 3Y | +66.3% | +87.4% | -21.1% | +26.0% |
| 5Y | +111.0% | +180.5% | -69.5% | +34.4% |
| All | +111.0% | +180.8% | -69.8% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling