+114.6%
CTAS vs ALB
-44.4%
+159.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.2% |
| 7D | -1.8% | -8.1% | +6.2% | -1.0% |
| 30D | -0.2% | +6.3% | -6.5% | -0.9% |
| 3M | +11.7% | -23.6% | +35.3% | +14.5% |
| 6M | +0.7% | -24.6% | +25.3% | +2.8% |
| YTD | +7.4% | -10.3% | +17.7% | +6.7% |
| 1Y | -2.1% | +61.5% | -63.6% | -10.7% |
| 3Y | +62.9% | -34.0% | +96.9% | +65.7% |
| All | +114.6% | -44.4% | +159.0% | +118.7% |
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