+23,259.8%
CTAS vs IP
+364.8%
+22,894.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -1.8% | -5.3% | +3.4% | -0.2% |
| 30D | -0.2% | -10.9% | +10.7% | +3.3% |
| 3M | +11.7% | +11.2% | +0.5% | +7.1% |
| 6M | +0.7% | -10.2% | +10.9% | +2.3% |
| YTD | +7.4% | -2.0% | +9.4% | +5.6% |
| 1Y | -2.1% | -19.1% | +17.0% | +1.7% |
| 3Y | +62.9% | +20.9% | +42.1% | +42.4% |
| 5Y | +111.9% | -17.8% | +129.7% | +107.1% |
| 10Y | +652.2% | +23.5% | +628.7% | +523.5% |
| All | +23,259.8% | +364.8% | +22,894.9% | +10,937.4% |
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