+3,093.2%
GLW vs CTAS
+25,665.7%
-22,572.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.3% |
| 7D | -13.9% | +1.2% | -15.1% | -14.4% |
| 30D | -35.0% | +12.8% | -47.8% | -38.4% |
| 3M | -32.4% | +10.3% | -42.6% | -35.4% |
| 6M | -41.3% | +32.0% | -73.3% | -49.4% |
| YTD | +21.8% | +19.1% | +2.7% | +9.3% |
| 1Y | +21.8% | +21.5% | +0.4% | +8.3% |
| 3Y | +307.7% | +76.0% | +231.6% | +203.4% |
| 5Y | +213.7% | +110.9% | +102.8% | +114.8% |
| 10Y | +509.3% | +849.8% | -340.6% | +122.0% |
| All | +3,093.2% | +25,665.7% | -22,572.5% | +414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling