+73.6%
CTAS vs IT
-53.3%
+126.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +8.7% | -1.8% | +10.5% | +8.8% |
| 3M | +13.3% | +4.8% | +8.4% | +11.7% |
| 6M | +39.4% | +33.0% | +6.4% | +29.6% |
| YTD | +21.5% | -23.8% | +45.3% | +26.3% |
| 1Y | +21.9% | -16.5% | +38.4% | +23.7% |
| 3Y | +73.6% | -53.6% | +127.3% | +111.1% |
| All | +73.6% | -53.3% | +126.9% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling