+813.9%
CTAS vs ALM
+2,221.4%
-1,407.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | +0.3% |
| 7D | -0.7% | +0.7% | -1.5% | -0.7% |
| 30D | +10.3% | -26.1% | +36.3% | +10.6% |
| 3M | +10.2% | -38.1% | +48.3% | +10.6% |
| 6M | +34.4% | -55.4% | +89.8% | +35.3% |
| YTD | +19.6% | -0.4% | +20.0% | +18.8% |
| 1Y | +21.8% | +25.4% | -3.6% | +20.5% |
| 3Y | +74.1% | +907.8% | -833.6% | +66.1% |
| 5Y | +114.0% | +440.2% | -326.1% | +104.9% |
| 10Y | +813.9% | +2,031.1% | -1,217.2% | +778.7% |
| All | +813.9% | +2,221.4% | -1,407.5% | +778.7% |
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