+106.0%
CTAS vs SITM
+176.0%
-70.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.3% | +4.8% | -6.1% | -1.6% |
| 30D | -3.1% | -9.7% | +6.6% | -2.6% |
| 3M | +10.3% | -9.3% | +19.6% | +9.9% |
| 6M | +1.6% | +69.5% | -67.9% | -5.3% |
| YTD | +6.3% | +70.5% | -64.2% | -1.5% |
| 1Y | -0.5% | +145.3% | -145.7% | -11.9% |
| 3Y | +64.6% | +432.8% | -368.2% | +25.2% |
| 5Y | +106.0% | +174.0% | -68.0% | +54.7% |
| All | +106.0% | +176.0% | -70.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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