+39.5%
BKNG vs CTAS
+67.2%
-27.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.9% |
| 7D | -10.0% | +0.5% | -10.5% | -10.2% |
| 30D | -18.1% | -0.7% | -17.3% | -17.8% |
| 3M | +6.3% | +11.1% | -4.8% | +1.5% |
| 6M | +0.8% | +2.1% | -1.3% | -0.5% |
| YTD | -18.4% | +8.0% | -26.4% | -21.2% |
| 1Y | -20.4% | -0.5% | -19.9% | -20.7% |
| 3Y | +39.5% | +66.2% | -26.7% | +9.3% |
| All | +39.5% | +67.2% | -27.7% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling