+32.1%
GLW vs CTAS
+22.8%
+9.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.4% | +8.9% | +9.6% |
| 7D | -5.9% | -0.7% | -5.2% | -6.4% |
| 30D | -26.0% | +10.3% | -36.2% | -18.7% |
| 3M | -29.9% | +10.2% | -40.1% | -22.9% |
| 6M | -37.8% | +34.4% | -72.1% | -19.6% |
| YTD | +33.1% | +19.6% | +13.6% | +64.3% |
| All | +32.1% | +22.8% | +9.3% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling