+23,259.8%
CTAS vs ALK
+839.9%
+22,419.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.8% | -0.7% | -1.2% | -1.7% |
| 30D | -0.2% | -19.2% | +19.0% | +4.6% |
| 3M | +11.7% | -1.5% | +13.2% | +11.0% |
| 6M | +0.7% | -13.1% | +13.8% | +1.8% |
| YTD | +7.4% | -16.4% | +23.8% | +8.9% |
| 1Y | -2.1% | -33.1% | +31.0% | +4.0% |
| 3Y | +62.9% | +0.6% | +62.3% | +49.9% |
| 5Y | +111.9% | -26.4% | +138.3% | +105.5% |
| 10Y | +652.2% | -34.2% | +686.3% | +591.7% |
| All | +23,259.8% | +839.9% | +22,419.9% | +8,734.5% |
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