+13,377.4%
CTAS vs ALL
+3,598.8%
+9,778.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | 0.0% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +12.8% | +13.8% | -1.0% | +7.1% |
| 3M | +10.3% | -7.0% | +17.3% | +13.2% |
| 6M | +32.0% | +18.0% | +14.0% | +22.8% |
| YTD | +19.1% | +24.2% | -5.1% | +8.2% |
| 1Y | +21.5% | +31.2% | -9.7% | +7.9% |
| 3Y | +76.0% | +107.5% | -31.5% | +28.4% |
| 5Y | +110.9% | +144.8% | -33.9% | +40.2% |
| 10Y | +849.8% | +375.8% | +474.1% | +391.1% |
| All | +13,377.4% | +3,598.8% | +9,778.6% | +3,329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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