+683.1%
CTAS vs ITW
+194.8%
+488.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.8% |
| 7D | +0.5% | -0.7% | +1.2% | +1.0% |
| 30D | -0.7% | -8.3% | +7.6% | +5.1% |
| 3M | +11.1% | +6.0% | +5.0% | +6.7% |
| 6M | +2.1% | 0.0% | +2.1% | +1.7% |
| YTD | +8.0% | +10.2% | -2.3% | +0.2% |
| 1Y | -0.5% | +3.2% | -3.7% | -3.6% |
| 3Y | +66.2% | +21.0% | +45.2% | +42.1% |
| 5Y | +109.2% | +37.9% | +71.3% | +60.2% |
| All | +683.1% | +194.8% | +488.3% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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