+662.9%
CTAS vs ALM
+3,219.4%
-2,556.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.1% |
| 7D | 0.0% | +8.4% | -8.5% | -0.1% |
| 30D | -1.0% | +34.8% | -35.8% | -1.4% |
| 3M | +15.8% | +16.2% | -0.5% | +15.4% |
| 6M | -1.0% | +2.1% | -3.1% | -1.3% |
| YTD | +7.4% | +117.0% | -109.6% | +5.9% |
| 1Y | -0.1% | +313.9% | -314.0% | -2.7% |
| 3Y | +66.3% | +2,327.9% | -2,261.6% | +56.4% |
| 5Y | +111.0% | +1,040.6% | -929.7% | +99.9% |
| 10Y | +662.9% | +3,219.4% | -2,556.5% | +618.2% |
| All | +662.9% | +3,219.4% | -2,556.5% | +618.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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