+2,289.0%
CTAS vs ITOT
+891.2%
+1,397.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.7% |
| 30D | -1.0% | -1.1% | +0.1% | 0.0% |
| 3M | +15.8% | +3.9% | +11.9% | +11.1% |
| 6M | -1.0% | +14.7% | -15.7% | -13.8% |
| YTD | +7.4% | +13.3% | -5.9% | -5.6% |
| 1Y | -0.1% | +19.1% | -19.3% | -16.6% |
| 3Y | +66.3% | +77.3% | -11.0% | -6.8% |
| 5Y | +111.0% | +74.1% | +36.9% | +19.7% |
| 10Y | +662.9% | +293.1% | +369.8% | +105.4% |
| All | +2,289.0% | +891.2% | +1,397.9% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling