+2,417.7%
CTAS vs INDA
+115.1%
+2,302.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +0.7% | -2.5% | -2.2% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | +11.7% | +3.9% | +7.8% | +9.4% |
| 6M | +0.7% | -0.7% | +1.4% | +0.8% |
| YTD | +7.4% | -7.7% | +15.1% | +11.2% |
| 1Y | -2.1% | -5.1% | +3.0% | -0.2% |
| 3Y | +62.9% | +13.6% | +49.3% | +50.4% |
| 5Y | +111.9% | +7.8% | +104.1% | +100.2% |
| 10Y | +652.2% | +84.6% | +567.5% | +437.7% |
| All | +2,417.7% | +115.1% | +2,302.5% | +1,582.8% |
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