+813.9%
CTAS vs CRL
+400.8%
+413.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.9% |
| 7D | -0.7% | +4.4% | -5.1% | -2.2% |
| 30D | +10.3% | +17.1% | -6.8% | +4.6% |
| 3M | +10.2% | +32.1% | -21.9% | +0.7% |
| 6M | +34.4% | +98.9% | -64.6% | +7.8% |
| YTD | +19.6% | +77.1% | -57.6% | -2.1% |
| 1Y | +21.8% | +110.3% | -88.5% | -5.7% |
| 3Y | +74.1% | +108.5% | -34.4% | +23.6% |
| 5Y | +114.0% | -7.9% | +121.9% | +108.5% |
| 10Y | +813.9% | +368.9% | +445.0% | +333.3% |
| All | +813.9% | +400.8% | +413.1% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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