+542.4%
GLW vs CTAS
+848.9%
-306.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.4% | +8.9% | +9.1% |
| 7D | -5.9% | -0.7% | -5.2% | -5.6% |
| 30D | -26.0% | +10.3% | -36.2% | -29.6% |
| 3M | -29.9% | +10.2% | -40.1% | -33.5% |
| 6M | -37.8% | +34.4% | -72.1% | -48.4% |
| YTD | +33.1% | +19.6% | +13.6% | +16.9% |
| 1Y | +36.8% | +21.8% | +15.0% | +18.7% |
| 3Y | +356.1% | +74.1% | +282.0% | +208.3% |
| 5Y | +243.8% | +114.0% | +129.8% | +101.3% |
| 10Y | +542.4% | +813.9% | -271.5% | +73.4% |
| All | +542.4% | +848.9% | -306.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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