+113.3%
CTAS vs ALB
-61.7%
+175.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +1.2% | +9.1% | -7.9% | +0.3% |
| 30D | +12.8% | -3.4% | +16.2% | +13.0% |
| 3M | +10.3% | -20.6% | +30.9% | +12.5% |
| 6M | +32.0% | -48.2% | +80.2% | +40.4% |
| YTD | +19.1% | -29.2% | +48.4% | +20.9% |
| 1Y | +21.5% | +10.0% | +11.5% | +16.4% |
| 3Y | +76.0% | -12.9% | +88.9% | +65.1% |
| All | +113.3% | -61.7% | +175.1% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling