+2,747.8%
CTAS vs INDA
+121.8%
+2,626.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | +8.7% | +9.4% | -0.7% | +4.0% |
| 3M | +13.3% | +2.9% | +10.3% | +11.5% |
| 6M | +39.4% | +7.2% | +32.2% | +34.3% |
| YTD | +21.5% | -4.8% | +26.3% | +23.8% |
| 1Y | +21.9% | -5.1% | +27.0% | +24.3% |
| 3Y | +73.6% | +16.7% | +57.0% | +58.1% |
| 5Y | +116.2% | +8.8% | +107.4% | +103.2% |
| 10Y | +818.2% | +116.2% | +701.9% | +522.9% |
| All | +2,747.8% | +121.8% | +2,626.0% | +1,773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling