+11,943.1%
CTAS vs IT
+6,105.9%
+5,837.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.8% |
| 7D | -1.8% | -6.0% | +4.2% | -0.4% |
| 30D | -0.2% | 0.0% | -0.2% | -0.4% |
| 3M | +11.7% | +13.1% | -1.4% | +7.2% |
| 6M | +0.7% | +11.7% | -11.0% | -3.7% |
| YTD | +7.4% | -26.1% | +33.5% | +12.1% |
| 1Y | -2.1% | -21.3% | +19.1% | +0.1% |
| 3Y | +62.9% | -46.7% | +109.7% | +79.7% |
| 5Y | +111.9% | -40.5% | +152.4% | +126.4% |
| 10Y | +652.2% | +103.9% | +548.3% | +501.4% |
| All | +11,943.1% | +6,105.9% | +5,837.2% | +5,449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling