+116.0%
CTAS vs ALC
-9.1%
+125.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.5% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | +8.7% | +16.0% | -7.4% | +2.7% |
| 3M | +13.3% | +0.8% | +12.5% | +12.6% |
| 6M | +39.4% | +16.8% | +22.6% | +31.1% |
| YTD | +21.5% | -5.5% | +27.0% | +22.6% |
| 1Y | +21.9% | -5.3% | +27.1% | +22.8% |
| 3Y | +73.6% | +4.1% | +69.6% | +62.3% |
| All | +116.0% | -9.1% | +125.1% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling