+13,433.5%
CTAS vs IT
+6,189.1%
+7,244.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +0.7% | -7.5% | +8.2% | +2.5% |
| 30D | +11.3% | -1.2% | +12.5% | +11.2% |
| 3M | +11.4% | -2.2% | +13.6% | +11.1% |
| 6M | +35.6% | +19.1% | +16.6% | +27.4% |
| YTD | +20.7% | -25.1% | +45.8% | +24.7% |
| 1Y | +22.8% | -17.4% | +40.2% | +23.9% |
| 3Y | +73.4% | -54.1% | +127.5% | +97.4% |
| 5Y | +117.6% | -42.7% | +160.3% | +133.1% |
| 10Y | +818.4% | +88.1% | +730.3% | +641.6% |
| All | +13,433.5% | +6,189.1% | +7,244.4% | +6,074.3% |
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