+21.7%
CTAS vs ALK
-4.9%
+26.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -0.2% |
| 7D | -0.7% | +8.9% | -9.6% | -1.4% |
| 30D | +10.3% | +5.9% | +4.3% | +9.6% |
| 3M | +10.2% | -16.5% | +26.7% | +11.1% |
| 6M | +34.4% | +2.1% | +32.3% | +33.1% |
| YTD | +19.6% | -17.1% | +36.7% | +17.6% |
| All | +21.7% | -4.9% | +26.6% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling