+683.8%
CTAS vs IT
+88.4%
+595.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +1.0% | -9.1% | +10.1% | +4.3% |
| 30D | -1.1% | -12.2% | +11.1% | +3.2% |
| 3M | +11.5% | +7.8% | +3.7% | +6.0% |
| 6M | +0.2% | +2.0% | -1.8% | -3.9% |
| YTD | +7.2% | -32.7% | +39.9% | +19.4% |
| 1Y | 0.0% | -31.1% | +31.1% | +9.2% |
| 3Y | +65.9% | -52.1% | +118.0% | +103.1% |
| 5Y | +109.6% | -46.3% | +155.8% | +137.4% |
| 10Y | +683.8% | +91.4% | +592.4% | +387.0% |
| All | +683.8% | +88.4% | +595.3% | +387.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling