+91.7%
BKNG vs CTAS
+104.1%
-12.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -10.7% | -1.3% | -9.4% | -10.0% |
| 30D | -18.1% | -3.1% | -15.0% | -16.7% |
| 3M | +8.5% | +10.3% | -1.8% | +2.8% |
| 6M | -0.1% | +1.6% | -1.7% | -1.3% |
| YTD | -18.2% | +6.3% | -24.5% | -21.1% |
| 1Y | -19.9% | -0.5% | -19.4% | -20.1% |
| 3Y | +41.6% | +64.6% | -23.0% | +0.8% |
| All | +91.7% | +104.1% | -12.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling