+683.8%
CTAS vs IAU
+221.5%
+462.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -1.1% | +0.2% | -1.3% | -1.1% |
| 3M | +11.5% | +3.3% | +8.2% | +11.3% |
| 6M | +0.2% | -14.6% | +14.7% | +1.2% |
| YTD | +7.2% | +1.9% | +5.3% | +6.8% |
| 1Y | 0.0% | +20.9% | -20.9% | -1.8% |
| 3Y | +65.9% | +127.5% | -61.6% | +53.8% |
| 5Y | +109.6% | +141.9% | -32.4% | +92.1% |
| 10Y | +683.8% | +222.8% | +461.0% | +653.8% |
| All | +683.8% | +221.5% | +462.2% | +653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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