+1,947.0%
CTAS vs ALM
+7,705.7%
-5,758.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.8% | -2.6% | +0.8% | -1.8% |
| 30D | -0.2% | +32.0% | -32.2% | -0.2% |
| 3M | +11.7% | -15.0% | +26.7% | +11.7% |
| 6M | +0.7% | -10.1% | +10.8% | +0.7% |
| YTD | +7.4% | +99.4% | -92.0% | +7.3% |
| 1Y | -2.1% | +316.4% | -318.5% | -2.2% |
| 3Y | +62.9% | +2,022.0% | -1,959.0% | +62.6% |
| 5Y | +111.9% | +941.2% | -829.3% | +111.5% |
| 10Y | +652.2% | +2,950.3% | -2,298.2% | +650.8% |
| All | +1,947.0% | +7,705.7% | -5,758.7% | +1,944.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling