+8,671.2%
CTAS vs COR
+17,545.2%
-8,874.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.8% | +2.8% | -4.6% | -2.5% |
| 30D | -0.2% | +4.5% | -4.7% | -1.4% |
| 3M | +11.7% | +22.7% | -11.0% | +5.8% |
| 6M | +0.7% | -9.7% | +10.4% | +2.7% |
| YTD | +7.4% | -1.4% | +8.8% | +6.7% |
| 1Y | -2.1% | +13.9% | -16.0% | -6.6% |
| 3Y | +62.9% | +94.0% | -31.0% | +34.3% |
| 5Y | +111.9% | +184.0% | -72.1% | +57.4% |
| 10Y | +652.2% | +406.8% | +245.4% | +367.8% |
| All | +8,671.2% | +17,545.2% | -8,874.1% | +2,468.4% |
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 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