+46.3%
ALAB vs CTAS
+23.7%
+22.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +7.7% |
| 7D | +3.4% | -0.8% | +4.2% | +2.3% |
| 30D | -28.8% | +10.7% | -39.5% | -20.8% |
| 3M | -26.0% | +11.0% | -37.0% | -17.5% |
| 6M | +11.4% | +38.7% | -27.4% | +39.3% |
| YTD | +38.8% | +21.8% | +17.0% | +85.4% |
| All | +46.3% | +23.7% | +22.6% | +95.9% |
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