+339.2%
GLW vs CTAS
+74.7%
+264.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | +2.0% | +5.8% | +8.0% |
| 30D | -18.8% | +8.7% | -27.5% | -18.1% |
| 3M | -27.7% | +13.3% | -41.0% | -26.7% |
| 6M | -44.4% | +39.4% | -83.8% | -45.1% |
| YTD | +31.3% | +21.5% | +9.8% | +33.4% |
| 1Y | +40.0% | +21.9% | +18.2% | +42.1% |
| 3Y | +339.2% | +73.6% | +265.6% | +294.1% |
| All | +339.2% | +74.7% | +264.5% | +294.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling