+106.0%
CTAS vs ITW
+35.1%
+70.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -1.3% | -2.4% | +1.1% | +0.1% |
| 30D | -3.1% | -9.5% | +6.5% | +2.7% |
| 3M | +10.3% | +6.6% | +3.6% | +6.1% |
| 6M | +1.6% | -1.8% | +3.4% | +2.4% |
| YTD | +6.3% | +9.0% | -2.7% | +0.1% |
| 1Y | -0.5% | +3.6% | -4.0% | -3.4% |
| 3Y | +64.6% | +19.4% | +45.1% | +43.8% |
| 5Y | +106.0% | +36.4% | +69.6% | +60.6% |
| All | +106.0% | +35.1% | +70.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling