+815.5%
CTAS vs INDA
+115.4%
+700.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.3% |
| 30D | +8.7% | +9.4% | -0.7% | +2.9% |
| 3M | +13.3% | +2.9% | +10.3% | +11.1% |
| 6M | +39.4% | +7.2% | +32.2% | +33.1% |
| YTD | +21.5% | -4.8% | +26.3% | +24.4% |
| 1Y | +21.9% | -5.1% | +27.0% | +24.9% |
| 3Y | +73.6% | +16.7% | +57.0% | +53.4% |
| 5Y | +116.2% | +8.8% | +107.4% | +98.8% |
| All | +815.5% | +115.4% | +700.1% | +469.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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