+74.1%
CTAS vs ALLE
+93.1%
-19.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +10.3% | +26.6% | -16.4% | +2.3% |
| 3M | +10.2% | +13.2% | -3.0% | +5.8% |
| 6M | +34.4% | +42.9% | -8.5% | +19.2% |
| YTD | +19.6% | +21.0% | -1.5% | +10.9% |
| 1Y | +21.8% | +15.2% | +6.6% | +15.0% |
| 3Y | +74.1% | +95.6% | -21.5% | +44.9% |
| All | +74.1% | +93.1% | -19.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling