+14.3%
CTAS vs IRE
-97.2%
+111.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.4% | -0.5% |
| 7D | +1.2% | -27.2% | +28.3% | +0.8% |
| 30D | +12.8% | -75.1% | +87.9% | +9.5% |
| 3M | +10.3% | -77.9% | +88.1% | +7.4% |
| 6M | +32.0% | -94.6% | +126.6% | +28.0% |
| YTD | +19.1% | -91.5% | +110.7% | +16.5% |
| 1Y | +21.5% | -97.8% | +119.3% | +17.8% |
| All | +14.3% | -97.2% | +111.5% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling