+116.9%
CTAS vs ALK
-31.3%
+148.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.9% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | +10.2% | +3.3% | +7.0% | +9.4% |
| 3M | +12.1% | -17.6% | +29.7% | +15.1% |
| 6M | +38.3% | +0.8% | +37.4% | +36.2% |
| YTD | +21.9% | -22.4% | +44.3% | +24.2% |
| 1Y | +24.0% | -10.1% | +34.1% | +22.7% |
| 3Y | +75.1% | +14.0% | +61.2% | +53.8% |
| 5Y | +116.9% | -29.8% | +146.8% | +116.3% |
| All | +116.9% | -31.3% | +148.2% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling