+25.6%
CTAS vs ALC
+4.2%
+21.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.5% | +0.2% |
| 7D | +7.6% | +10.7% | -3.1% | +4.2% |
| 30D | +17.2% | +20.2% | -3.0% | +10.6% |
| 3M | +12.8% | +8.9% | +3.9% | +9.5% |
| 6M | +38.0% | +5.7% | +32.2% | +33.1% |
| YTD | +22.7% | -1.4% | +24.1% | +19.8% |
| 1Y | +25.6% | +4.7% | +20.9% | +21.5% |
| All | +25.6% | +4.2% | +21.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling