+114.6%
CTAS vs CRL
-35.5%
+150.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -0.2% | +10.7% | -10.9% | -1.9% |
| 3M | +11.7% | +55.3% | -43.6% | +3.3% |
| 6M | +0.7% | +60.7% | -59.9% | -8.0% |
| YTD | +7.4% | +44.6% | -37.2% | -0.3% |
| 1Y | -2.1% | +77.7% | -79.9% | -12.9% |
| 3Y | +62.9% | +37.6% | +25.3% | +47.4% |
| All | +114.6% | -35.5% | +150.2% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling