+21.7%
CTAS vs IP
-2.1%
+23.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | +10.3% | +10.6% | -0.4% | +8.5% |
| 3M | +10.2% | -13.6% | +23.8% | +12.5% |
| 6M | +34.4% | +10.4% | +23.9% | +31.6% |
| YTD | +19.6% | -6.5% | +26.1% | +19.3% |
| All | +21.7% | -2.1% | +23.8% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling