+1,733.3%
CTAS vs ALLY
+101.5%
+1,631.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +3.8% | -1.1% | +5.0% | +4.2% |
| 30D | +15.5% | +4.2% | +11.4% | +14.0% |
| 3M | +12.7% | -12.4% | +25.1% | +17.4% |
| 6M | +34.5% | -8.7% | +43.2% | +37.7% |
| YTD | +21.3% | -11.6% | +33.0% | +24.8% |
| 1Y | +23.1% | +0.2% | +22.9% | +21.2% |
| 3Y | +79.3% | +57.1% | +22.3% | +44.4% |
| 5Y | +114.7% | -6.8% | +121.5% | +99.4% |
| 10Y | +867.1% | +200.4% | +666.8% | +424.8% |
| All | +1,733.3% | +101.5% | +1,631.8% | +999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling