+16.6%
CTAS vs IRE
-98.1%
+114.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.0% | -0.8% |
| 7D | +2.0% | -31.8% | +33.8% | +0.9% |
| 30D | +8.7% | -71.8% | +80.4% | +5.8% |
| 3M | +13.3% | -88.9% | +102.2% | +8.0% |
| 6M | +39.4% | -95.4% | +134.7% | +33.8% |
| YTD | +21.5% | -94.2% | +115.7% | +17.5% |
| 1Y | +21.9% | -97.1% | +119.0% | +17.4% |
| All | +16.6% | -98.1% | +114.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling