+212.6%
GLW vs CTAS
+109.9%
+102.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | -13.9% | +1.2% | -15.1% | -14.1% |
| 30D | -35.0% | +12.8% | -47.8% | -36.8% |
| 3M | -32.4% | +10.3% | -42.6% | -33.9% |
| 6M | -41.3% | +32.0% | -73.3% | -47.1% |
| YTD | +21.8% | +19.1% | +2.7% | +14.2% |
| 1Y | +21.8% | +21.5% | +0.4% | +13.0% |
| 3Y | +307.7% | +76.0% | +231.6% | +194.0% |
| All | +212.6% | +109.9% | +102.7% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling