+2,681.9%
CTAS vs CRL
+1,379.5%
+1,302.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -0.2% | +10.7% | -10.9% | -2.9% |
| 3M | +11.7% | +55.3% | -43.6% | -1.1% |
| 6M | +0.7% | +60.7% | -59.9% | -12.5% |
| YTD | +7.4% | +44.6% | -37.2% | -4.6% |
| 1Y | -2.1% | +77.7% | -79.9% | -18.3% |
| 3Y | +62.9% | +37.6% | +25.3% | +37.6% |
| 5Y | +111.9% | -35.8% | +147.7% | +116.0% |
| 10Y | +652.2% | +241.7% | +410.4% | +372.1% |
| All | +2,681.9% | +1,379.5% | +1,302.4% | +1,271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling