+21.7%
CTAS vs ABCL
+199.8%
-178.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.9% | +0.5% |
| 7D | -0.7% | +12.4% | -13.1% | -0.4% |
| 30D | +10.3% | -0.4% | +10.6% | +10.4% |
| 3M | +10.2% | +80.4% | -70.2% | +11.1% |
| 6M | +34.4% | +138.5% | -104.2% | +35.4% |
| YTD | +19.6% | +265.5% | -245.9% | +18.0% |
| All | +21.7% | +199.8% | -178.1% | +19.7% |
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 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