+1,523.2%
CTAS vs ALLY
+124.8%
+1,398.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | +3.7% | -5.5% | -3.0% |
| 30D | -0.2% | -2.3% | +2.1% | +0.5% |
| 3M | +11.7% | +3.8% | +7.9% | +10.0% |
| 6M | +0.7% | +9.7% | -9.0% | -3.0% |
| YTD | +7.4% | -1.4% | +8.8% | +6.8% |
| 1Y | -2.1% | +8.2% | -10.3% | -6.1% |
| 3Y | +62.9% | +66.5% | -3.5% | +28.7% |
| 5Y | +111.9% | +1.2% | +110.7% | +91.5% |
| 10Y | +652.2% | +191.4% | +460.8% | +308.3% |
| All | +1,523.2% | +124.8% | +1,398.4% | +840.8% |
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