+34.5%
CTAS vs IP
+11.3%
+23.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.8% | -0.6% |
| 7D | +3.8% | -5.0% | +8.8% | +4.6% |
| 30D | +15.5% | +6.5% | +9.0% | +14.6% |
| 3M | +12.7% | -18.0% | +30.7% | +15.5% |
| 6M | +34.5% | +10.3% | +24.2% | +33.6% |
| All | +34.5% | +11.3% | +23.2% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling