+65.0%
CTAS vs ITW
+18.4%
+46.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | +1.0% | -1.9% | +2.9% | +2.0% |
| 30D | -1.1% | -10.4% | +9.3% | +4.6% |
| 3M | +11.5% | +3.5% | +8.0% | +9.6% |
| 6M | +0.2% | -3.4% | +3.5% | +1.7% |
| YTD | +7.2% | +8.5% | -1.3% | +2.1% |
| 1Y | 0.0% | +3.2% | -3.2% | -2.3% |
| All | +65.0% | +18.4% | +46.7% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling