-0.1%
CTAS vs CRL
+72.1%
-72.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | 0.0% | -0.6% | +0.5% | 0.0% |
| 30D | -1.0% | +5.0% | -6.0% | -1.4% |
| 3M | +15.8% | +50.6% | -34.8% | +11.3% |
| 6M | -1.0% | +60.9% | -61.9% | -5.7% |
| YTD | +7.4% | +40.7% | -33.3% | +3.3% |
| 1Y | -0.1% | +73.3% | -73.4% | -6.0% |
| All | -0.1% | +72.1% | -72.2% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling