+1,606.1%
CTAS vs ALLE
+260.9%
+1,345.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -0.2% | -6.8% | +6.6% | +3.4% |
| 3M | +11.7% | +21.0% | -9.3% | +0.7% |
| 6M | +0.7% | +1.1% | -0.4% | -0.9% |
| YTD | +7.4% | -0.5% | +7.9% | +5.9% |
| 1Y | -2.1% | -7.3% | +5.1% | -0.1% |
| 3Y | +62.9% | +42.3% | +20.7% | +29.0% |
| 5Y | +111.9% | +13.5% | +98.4% | +86.1% |
| 10Y | +652.2% | +144.0% | +508.2% | +347.0% |
| All | +1,606.1% | +260.9% | +1,345.2% | +787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling