+65.5%
CTAS vs ALHC
+140.1%
-74.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | +11.7% | -10.2% | +21.8% | +11.4% |
| 6M | +0.7% | -28.3% | +29.0% | +1.4% |
| YTD | +7.4% | -31.4% | +38.9% | +8.2% |
| 1Y | -2.1% | -16.9% | +14.8% | -2.4% |
| All | +65.5% | +140.1% | -74.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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