+683.1%
CTAS vs ITOT
+303.4%
+379.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.7% |
| 7D | +0.5% | -0.9% | +1.4% | +1.4% |
| 30D | -0.7% | -1.5% | +0.7% | +0.7% |
| 3M | +11.1% | +3.6% | +7.5% | +6.7% |
| 6M | +2.1% | +13.7% | -11.6% | -11.0% |
| YTD | +8.0% | +12.9% | -5.0% | -5.5% |
| 1Y | -0.5% | +17.2% | -17.7% | -16.4% |
| 3Y | +66.2% | +75.6% | -9.4% | -10.7% |
| 5Y | +109.2% | +75.5% | +33.7% | +11.7% |
| All | +683.1% | +303.4% | +379.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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