+820.2%
CTAS vs IT
+93.0%
+727.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.1% |
| 7D | -0.8% | -6.8% | +6.1% | +1.7% |
| 30D | +10.7% | -0.6% | +11.3% | +10.2% |
| 3M | +11.0% | +3.1% | +7.9% | +8.2% |
| 6M | +38.7% | +25.5% | +13.3% | +22.8% |
| YTD | +21.8% | -23.5% | +45.3% | +28.2% |
| 1Y | +23.6% | -16.6% | +40.2% | +25.3% |
| 3Y | +74.9% | -53.1% | +128.1% | +119.1% |
| 5Y | +119.5% | -41.4% | +160.9% | +140.4% |
| 10Y | +820.2% | +90.9% | +729.3% | +450.3% |
| All | +820.2% | +93.0% | +727.2% | +450.3% |
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