+76.0%
CTAS vs ALLE
+88.9%
-12.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +1.2% | -0.6% | +1.7% | +1.3% |
| 30D | +12.8% | +25.3% | -12.6% | +4.9% |
| 3M | +10.3% | +10.3% | 0.0% | +6.8% |
| 6M | +32.0% | +38.0% | -6.1% | +18.4% |
| YTD | +19.1% | +17.8% | +1.4% | +11.5% |
| 1Y | +21.5% | +13.6% | +7.9% | +15.1% |
| 3Y | +76.0% | +89.2% | -13.2% | +47.3% |
| All | +76.0% | +88.9% | -12.8% | +47.3% |
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