+834.0%
CTAS vs ALK
-41.7%
+875.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +1.2% | +9.0% | -7.9% | -1.1% |
| 30D | +12.8% | -1.6% | +14.4% | +12.8% |
| 3M | +10.3% | -23.2% | +33.5% | +17.0% |
| 6M | +32.0% | -3.9% | +35.9% | +30.7% |
| YTD | +19.1% | -22.6% | +41.7% | +22.7% |
| 1Y | +21.5% | -5.3% | +26.8% | +18.0% |
| 3Y | +76.0% | +18.6% | +57.5% | +48.9% |
| 5Y | +110.9% | -34.4% | +145.3% | +108.5% |
| All | +834.0% | -41.7% | +875.7% | +707.7% |
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