+25.6%
CTAS vs ABCL
+138.2%
-112.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.4% |
| 7D | +7.6% | -10.0% | +17.6% | +7.4% |
| 30D | +17.2% | -10.9% | +28.1% | +17.1% |
| 3M | +12.8% | +101.6% | -88.9% | +13.8% |
| 6M | +38.0% | +167.5% | -129.6% | +38.6% |
| YTD | +22.7% | +259.1% | -236.4% | +21.6% |
| 1Y | +25.6% | +152.2% | -126.5% | +24.3% |
| All | +25.6% | +138.2% | -112.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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