+818.6%
CTAS vs ALM
+1,942.8%
-1,124.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.2% |
| 7D | +0.5% | -4.0% | +4.5% | +0.5% |
| 30D | +10.2% | -30.5% | +40.8% | +10.6% |
| 3M | +12.1% | -46.9% | +59.0% | +12.7% |
| 6M | +38.3% | -65.5% | +103.8% | +39.7% |
| YTD | +21.9% | -13.4% | +35.3% | +21.3% |
| 1Y | +24.0% | +9.8% | +14.2% | +22.9% |
| 3Y | +75.1% | +783.1% | -708.0% | +67.2% |
| 5Y | +116.9% | +378.3% | -261.4% | +107.8% |
| All | +818.6% | +1,942.8% | -1,124.3% | +783.7% |
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