+74.1%
CTAS vs IAU
+110.6%
-36.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.3% |
| 7D | -0.7% | +4.9% | -5.6% | -0.9% |
| 30D | +10.3% | -1.4% | +11.6% | +10.3% |
| 3M | +10.2% | -4.8% | +15.0% | +10.4% |
| 6M | +34.4% | -12.5% | +46.8% | +35.6% |
| YTD | +19.6% | -4.2% | +23.7% | +19.3% |
| 1Y | +21.8% | +3.1% | +18.7% | +20.8% |
| 3Y | +74.1% | +110.0% | -35.9% | +43.3% |
| All | +74.1% | +110.6% | -36.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling