+818.4%
CTAS vs ALLE
+217.2%
+601.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +11.3% | +25.9% | -14.6% | -1.8% |
| 3M | +11.4% | +14.9% | -3.5% | +2.9% |
| 6M | +35.6% | +42.1% | -6.5% | +11.0% |
| YTD | +20.7% | +20.4% | +0.3% | +6.9% |
| 1Y | +22.8% | +14.9% | +8.0% | +11.6% |
| 3Y | +73.4% | +90.1% | -16.7% | +14.5% |
| 5Y | +117.6% | +53.0% | +64.6% | +59.9% |
| 10Y | +818.4% | +208.8% | +609.6% | +376.5% |
| All | +818.4% | +217.2% | +601.2% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling