+76.0%
CTAS vs ALM
+825.4%
-749.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +1.2% | -6.7% | +7.8% | +1.2% |
| 30D | +12.8% | -32.9% | +45.7% | +13.0% |
| 3M | +10.3% | -39.5% | +49.8% | +10.5% |
| 6M | +32.0% | -62.0% | +94.0% | +33.2% |
| YTD | +19.1% | -7.8% | +27.0% | +18.0% |
| 1Y | +21.5% | +26.7% | -5.2% | +19.5% |
| 3Y | +76.0% | +825.4% | -749.3% | +68.8% |
| All | +76.0% | +825.4% | -749.3% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling