+26,282.4%
CTAS vs ALK
+765.2%
+25,517.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | +3.8% | +7.1% | -3.2% | +2.1% |
| 30D | +15.5% | -3.0% | +18.5% | +16.0% |
| 3M | +12.7% | -25.6% | +38.4% | +20.0% |
| 6M | +34.5% | +0.5% | +34.0% | +31.9% |
| YTD | +21.3% | -23.1% | +44.4% | +24.9% |
| 1Y | +23.1% | -7.5% | +30.6% | +20.9% |
| 3Y | +79.3% | +15.3% | +64.0% | +59.1% |
| 5Y | +114.7% | -34.8% | +149.5% | +114.0% |
| 10Y | +867.1% | -41.2% | +908.3% | +810.0% |
| All | +26,282.4% | +765.2% | +25,517.2% | +10,031.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling