-13.6%
BKNG vs CTAS
+25.6%
-39.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.5% | +8.4% |
| 7D | +15.6% | +7.6% | +7.9% | +11.0% |
| 30D | +8.0% | +17.2% | -9.2% | -1.3% |
| 3M | -11.8% | +12.8% | -24.5% | -17.6% |
| 6M | +3.8% | +38.0% | -34.2% | -13.0% |
| YTD | -19.6% | +22.7% | -42.3% | -26.7% |
| 1Y | -13.6% | +25.6% | -39.2% | -22.1% |
| All | -13.6% | +25.6% | -39.2% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling