+114.0%
CTAS vs IAU
+123.8%
-9.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.2% |
| 7D | -0.7% | +4.9% | -5.6% | -1.1% |
| 30D | +10.3% | -1.4% | +11.6% | +10.3% |
| 3M | +10.2% | -4.8% | +15.0% | +10.6% |
| 6M | +34.4% | -12.5% | +46.8% | +36.1% |
| YTD | +19.6% | -4.2% | +23.7% | +19.1% |
| 1Y | +21.8% | +3.1% | +18.7% | +20.1% |
| 3Y | +74.1% | +110.0% | -35.9% | +46.9% |
| 5Y | +114.0% | +123.1% | -9.0% | +66.3% |
| All | +114.0% | +123.8% | -9.8% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling