+14.7%
CTAS vs IRE
-97.3%
+112.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.3% |
| 7D | -0.7% | -15.5% | +14.8% | -0.6% |
| 30D | +10.3% | -70.4% | +80.6% | +7.5% |
| 3M | +10.2% | -81.6% | +91.8% | +6.7% |
| 6M | +34.4% | -94.7% | +129.1% | +30.1% |
| YTD | +19.6% | -91.8% | +111.3% | +16.8% |
| 1Y | +21.8% | -97.6% | +119.4% | +18.1% |
| All | +14.7% | -97.3% | +112.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling