+119.5%
CTAS vs ALLE
+54.3%
+65.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | -0.8% | -0.8% | +0.1% | -0.5% |
| 30D | +10.7% | +27.4% | -16.6% | +0.1% |
| 3M | +11.0% | +13.8% | -2.9% | +5.0% |
| 6M | +38.7% | +45.5% | -6.7% | +17.8% |
| YTD | +21.8% | +21.4% | +0.4% | +10.7% |
| 1Y | +23.6% | +15.4% | +8.2% | +14.8% |
| 3Y | +74.9% | +91.7% | -16.8% | +25.4% |
| 5Y | +119.5% | +54.5% | +64.9% | +80.2% |
| All | +119.5% | +54.3% | +65.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling