+2,649.5%
CTAS vs IAU
+810.1%
+1,839.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.4% |
| 7D | -0.7% | +4.9% | -5.6% | -0.7% |
| 30D | +10.3% | -1.4% | +11.6% | +10.2% |
| 3M | +10.2% | -4.8% | +15.0% | +10.1% |
| 6M | +34.4% | -12.5% | +46.8% | +34.3% |
| YTD | +19.6% | -4.2% | +23.7% | +19.6% |
| 1Y | +21.8% | +3.1% | +18.7% | +22.0% |
| 3Y | +74.1% | +110.0% | -35.9% | +75.9% |
| 5Y | +114.0% | +123.1% | -9.0% | +116.3% |
| 10Y | +813.9% | +216.7% | +597.2% | +841.7% |
| All | +2,649.5% | +810.1% | +1,839.4% | +2,802.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling