+26,587.7%
CTAS vs IP
+345.0%
+26,242.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +7.6% | +3.4% | +4.2% | +6.5% |
| 30D | +17.2% | +11.2% | +6.0% | +13.2% |
| 3M | +12.8% | -14.8% | +27.5% | +18.0% |
| 6M | +38.0% | +17.3% | +20.7% | +29.3% |
| YTD | +22.7% | -6.2% | +28.9% | +21.9% |
| 1Y | +25.6% | +2.3% | +23.3% | +21.2% |
| 3Y | +81.4% | +17.7% | +63.8% | +59.5% |
| 5Y | +117.9% | -8.4% | +126.3% | +104.8% |
| 10Y | +878.3% | +32.1% | +846.2% | +692.7% |
| All | +26,587.7% | +345.0% | +26,242.7% | +12,644.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling