+813.9%
CTAS vs ALB
+38.2%
+775.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.7% | +9.5% | -10.2% | -2.3% |
| 30D | +10.3% | -2.1% | +12.4% | +10.5% |
| 3M | +10.2% | -24.1% | +34.3% | +15.0% |
| 6M | +34.4% | -51.0% | +85.4% | +50.7% |
| YTD | +19.6% | -29.3% | +48.9% | +23.0% |
| 1Y | +21.8% | +3.2% | +18.6% | +15.8% |
| 3Y | +74.1% | -9.3% | +83.4% | +56.6% |
| 5Y | +114.0% | -61.6% | +175.7% | +129.5% |
| 10Y | +813.9% | +40.8% | +773.2% | +498.4% |
| All | +813.9% | +38.2% | +775.7% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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