+655.6%
CTAS vs ALK
-35.2%
+690.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -1.8% | -0.7% | -1.2% | -1.7% |
| 30D | -0.2% | -19.2% | +19.0% | +5.0% |
| 3M | +11.7% | -1.5% | +13.2% | +10.9% |
| 6M | +0.7% | -13.1% | +13.8% | +1.9% |
| YTD | +7.4% | -16.4% | +23.8% | +9.0% |
| 1Y | -2.1% | -33.1% | +31.0% | +4.9% |
| 3Y | +62.9% | +0.6% | +62.3% | +46.3% |
| 5Y | +111.9% | -26.4% | +138.3% | +103.1% |
| All | +655.6% | -35.2% | +690.8% | +512.0% |
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