+11,692.7%
CTAS vs ALB
+2,214.8%
+9,477.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +1.2% | +9.1% | -7.9% | -1.1% |
| 30D | +12.8% | -3.4% | +16.2% | +13.4% |
| 3M | +10.3% | -20.6% | +30.9% | +15.9% |
| 6M | +32.0% | -48.2% | +80.2% | +53.1% |
| YTD | +19.1% | -29.2% | +48.4% | +24.3% |
| 1Y | +21.5% | +10.0% | +11.5% | +11.9% |
| 3Y | +76.0% | -12.9% | +88.9% | +54.6% |
| 5Y | +110.9% | -61.3% | +172.1% | +121.4% |
| 10Y | +849.8% | +35.8% | +814.0% | +499.1% |
| All | +11,692.7% | +2,214.8% | +9,477.9% | +2,816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling