+1,740.2%
CTAS vs ALLY
+98.6%
+1,641.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -0.8% | -2.8% | +2.0% | +0.1% |
| 30D | +10.7% | +1.9% | +8.9% | +10.0% |
| 3M | +11.0% | -12.1% | +23.1% | +15.5% |
| 6M | +38.7% | -9.0% | +47.7% | +42.2% |
| YTD | +21.8% | -12.9% | +34.7% | +25.8% |
| 1Y | +23.6% | -0.1% | +23.7% | +21.8% |
| 3Y | +74.9% | +64.6% | +10.4% | +38.4% |
| 5Y | +119.5% | -10.1% | +129.5% | +106.5% |
| 10Y | +820.2% | +176.7% | +643.5% | +410.4% |
| All | +1,740.2% | +98.6% | +1,641.6% | +1,008.6% |
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