+815.5%
CTAS vs IP
+20.8%
+794.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.8% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +8.7% | +7.9% | +0.8% | +5.7% |
| 3M | +13.3% | -15.3% | +28.6% | +19.3% |
| 6M | +39.4% | +10.5% | +28.9% | +32.3% |
| YTD | +21.5% | -9.4% | +30.9% | +22.0% |
| 1Y | +21.9% | -4.6% | +26.5% | +19.8% |
| 3Y | +73.6% | +21.2% | +52.4% | +41.9% |
| 5Y | +116.2% | -13.3% | +129.5% | +102.9% |
| All | +815.5% | +20.8% | +794.6% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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