+76.0%
CTAS vs ALC
+2.3%
+73.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +1.2% | +4.9% | -3.7% | -0.3% |
| 30D | +12.8% | +19.0% | -6.2% | +7.1% |
| 3M | +10.3% | +7.8% | +2.5% | +7.6% |
| 6M | +32.0% | +14.6% | +17.4% | +26.5% |
| YTD | +19.1% | -4.4% | +23.6% | +19.3% |
| 1Y | +21.5% | +1.4% | +20.1% | +19.5% |
| 3Y | +76.0% | +2.5% | +73.5% | +71.5% |
| All | +76.0% | +2.3% | +73.8% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling