+172.3%
CTAS vs ABCL
-79.6%
+251.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +0.7% | +2.3% | -1.6% | +0.6% |
| 30D | +11.3% | -0.7% | +12.0% | +11.2% |
| 3M | +11.4% | +33.4% | -22.0% | +9.9% |
| 6M | +35.6% | +137.8% | -102.1% | +30.0% |
| YTD | +20.7% | +264.3% | -243.6% | +12.9% |
| 1Y | +22.8% | +209.2% | -186.3% | +15.7% |
| 3Y | +73.4% | +208.4% | -135.0% | +59.4% |
| 5Y | +117.6% | -11.9% | +129.5% | +110.2% |
| All | +172.3% | -79.6% | +251.9% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling