+74.0%
CTAS vs INDA
+17.1%
+56.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -0.8% | +3.1% | -3.9% | -1.7% |
| 30D | +10.7% | +11.3% | -0.5% | +7.3% |
| 3M | +11.0% | +3.0% | +8.0% | +10.0% |
| 6M | +38.7% | +6.5% | +32.2% | +35.9% |
| YTD | +21.8% | -4.6% | +26.3% | +23.0% |
| 1Y | +23.6% | -5.8% | +29.3% | +25.3% |
| All | +74.0% | +17.1% | +56.9% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling