+813.9%
CTAS vs ALLE
+233.6%
+580.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | +10.3% | +26.6% | -16.4% | -3.0% |
| 3M | +10.2% | +13.2% | -3.0% | +2.6% |
| 6M | +34.4% | +42.9% | -8.5% | +9.7% |
| YTD | +19.6% | +21.0% | -1.5% | +5.6% |
| 1Y | +21.8% | +15.2% | +6.6% | +10.5% |
| 3Y | +74.1% | +95.6% | -21.5% | +13.2% |
| 5Y | +114.0% | +53.4% | +60.6% | +57.2% |
| 10Y | +813.9% | +221.5% | +592.5% | +371.1% |
| All | +813.9% | +233.6% | +580.3% | +371.1% |
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