+700.6%
IYR vs CTAS
+2,569.6%
-1,869.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -1.8% | +0.6% | -0.4% |
| 30D | -2.9% | -0.2% | -2.7% | -2.8% |
| 3M | +0.8% | +11.7% | -10.8% | -4.6% |
| 6M | +1.9% | +0.7% | +1.1% | +0.7% |
| YTD | +9.6% | +7.4% | +2.2% | +5.1% |
| 1Y | +8.1% | -2.1% | +10.2% | +8.0% |
| 3Y | +29.2% | +62.9% | -33.7% | +0.1% |
| 5Y | +4.3% | +111.9% | -107.6% | -29.0% |
| 10Y | +64.7% | +652.2% | -587.5% | -39.6% |
| All | +700.6% | +2,569.6% | -1,869.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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