+73.6%
CTAS vs ALB
-14.4%
+88.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +2.0% | -5.8% | +7.7% | +2.2% |
| 30D | +8.7% | -4.5% | +13.2% | +8.8% |
| 3M | +13.3% | -28.1% | +41.4% | +14.8% |
| 6M | +39.4% | -53.2% | +92.6% | +44.4% |
| YTD | +21.5% | -33.3% | +54.8% | +22.4% |
| 1Y | +21.9% | -17.4% | +39.3% | +20.9% |
| 3Y | +73.6% | -14.1% | +87.8% | +65.9% |
| All | +73.6% | -14.4% | +88.1% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling