+25.6%
CTAS vs IT
-17.9%
+43.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +7.6% | -5.5% | +13.1% | +8.3% |
| 30D | +17.2% | +10.3% | +6.9% | +15.5% |
| 3M | +12.8% | +11.5% | +1.2% | +10.7% |
| 6M | +38.0% | +40.3% | -2.3% | +29.8% |
| YTD | +22.7% | -17.9% | +40.6% | +23.0% |
| 1Y | +25.6% | -8.8% | +34.4% | +22.6% |
| All | +25.6% | -17.9% | +43.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling