+3,585.7%
ALNY vs CTAS
+2,275.3%
+1,310.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.5% | +1.0% | -4.5% | -4.0% |
| 30D | +18.9% | -1.1% | +20.0% | +19.5% |
| 3M | -13.3% | +11.5% | -24.8% | -18.1% |
| 6M | -20.3% | +0.2% | -20.4% | -20.4% |
| YTD | -35.1% | +7.2% | -42.3% | -37.7% |
| 1Y | -46.5% | 0.0% | -46.5% | -46.9% |
| 3Y | +28.1% | +65.9% | -37.8% | -6.4% |
| 5Y | +36.1% | +109.6% | -73.5% | -13.9% |
| 10Y | +269.7% | +683.8% | -414.1% | -13.1% |
| All | +3,585.7% | +2,275.3% | +1,310.4% | +269.8% |
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