+74.2%
CTAS vs IP
+17.1%
+57.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +10.2% | +6.7% | +3.5% | +9.3% |
| 3M | +12.1% | -16.6% | +28.7% | +14.6% |
| 6M | +38.3% | +6.0% | +32.3% | +36.6% |
| YTD | +21.9% | -10.7% | +32.6% | +22.7% |
| 1Y | +24.0% | -6.7% | +30.7% | +24.1% |
| All | +74.2% | +17.1% | +57.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling