+813.9%
CTAS vs ALK
-37.5%
+851.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -1.4% |
| 7D | -0.7% | +8.9% | -9.6% | -2.9% |
| 30D | +10.3% | +5.9% | +4.3% | +8.3% |
| 3M | +10.2% | -16.5% | +26.7% | +14.5% |
| 6M | +34.4% | +2.1% | +32.3% | +31.0% |
| YTD | +19.6% | -17.1% | +36.7% | +21.0% |
| 1Y | +21.8% | -2.9% | +24.7% | +17.7% |
| 3Y | +74.1% | +24.5% | +49.6% | +45.6% |
| 5Y | +114.0% | -29.1% | +143.2% | +107.4% |
| 10Y | +813.9% | -39.1% | +853.1% | +669.6% |
| All | +813.9% | -37.5% | +851.4% | +669.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling