+813.9%
CTAS vs ALLY
+201.0%
+612.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +10.3% | +3.4% | +6.8% | +9.0% |
| 3M | +10.2% | -11.1% | +21.2% | +14.3% |
| 6M | +34.4% | -11.5% | +45.9% | +39.1% |
| YTD | +19.6% | -12.3% | +31.9% | +23.4% |
| 1Y | +21.8% | +1.1% | +20.7% | +19.5% |
| 3Y | +74.1% | +64.8% | +9.3% | +36.2% |
| 5Y | +114.0% | -6.9% | +120.9% | +98.7% |
| 10Y | +813.9% | +194.9% | +619.0% | +397.3% |
| All | +813.9% | +201.0% | +612.9% | +397.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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