+65.0%
CTAS vs INDA
+8.1%
+56.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | -2.6% | +3.6% | +1.8% |
| 30D | -1.1% | -2.9% | +1.9% | -0.2% |
| 3M | +11.5% | +2.4% | +9.1% | +10.5% |
| 6M | +0.2% | -2.6% | +2.8% | +0.8% |
| YTD | +7.2% | -10.0% | +17.1% | +10.3% |
| 1Y | 0.0% | -7.7% | +7.7% | +1.9% |
| All | +65.0% | +8.1% | +56.9% | +50.2% |
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