+834.0%
CTAS vs ALLY
+189.4%
+644.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | +1.2% | +0.9% | +0.2% | +0.9% |
| 30D | +12.8% | +3.1% | +9.7% | +11.6% |
| 3M | +10.3% | -12.6% | +22.8% | +15.1% |
| 6M | +32.0% | -12.4% | +44.4% | +37.1% |
| YTD | +19.1% | -13.2% | +32.3% | +23.3% |
| 1Y | +21.5% | +1.8% | +19.7% | +18.9% |
| 3Y | +76.0% | +58.0% | +18.1% | +39.9% |
| 5Y | +110.9% | -8.4% | +119.3% | +97.1% |
| All | +834.0% | +189.4% | +644.6% | +411.4% |
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