+15.8%
CTAS vs IRE
-97.7%
+113.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.8% | +0.4% |
| 7D | +0.7% | -41.9% | +42.6% | -0.4% |
| 30D | +11.3% | -75.1% | +86.4% | +8.0% |
| 3M | +11.4% | -82.4% | +93.8% | +7.7% |
| 6M | +35.6% | -95.5% | +131.2% | +30.7% |
| YTD | +20.7% | -93.1% | +113.8% | +17.3% |
| 1Y | +22.8% | -97.8% | +120.6% | +18.6% |
| All | +15.8% | -97.7% | +113.5% | +12.0% |
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