+9,756.7%
CTAS vs COR
+18,492.1%
-8,735.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +11.3% | +7.7% | +3.6% | +9.2% |
| 3M | +11.4% | +7.5% | +3.9% | +9.2% |
| 6M | +35.6% | +34.1% | +1.5% | +25.4% |
| YTD | +20.7% | +3.9% | +16.8% | +18.2% |
| 1Y | +22.8% | -3.6% | +26.5% | +22.6% |
| 3Y | +73.4% | +80.5% | -7.1% | +45.6% |
| 5Y | +117.6% | +194.9% | -77.3% | +60.0% |
| 10Y | +818.4% | +486.6% | +331.8% | +453.6% |
| All | +9,756.7% | +18,492.1% | -8,735.5% | +2,745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling