+683.8%
CTAS vs BAX
-37.8%
+721.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | +1.0% | -5.1% | +6.1% | +2.5% |
| 30D | -1.1% | -12.2% | +11.1% | +2.7% |
| 3M | +11.5% | +21.8% | -10.3% | +4.5% |
| 6M | +0.2% | +36.3% | -36.1% | -9.5% |
| YTD | +7.2% | +27.8% | -20.6% | -2.4% |
| 1Y | 0.0% | -0.1% | 0.0% | -2.4% |
| 3Y | +65.9% | -33.3% | +99.2% | +78.1% |
| 5Y | +109.6% | -67.1% | +176.6% | +199.6% |
| 10Y | +683.8% | -36.9% | +720.7% | +783.0% |
| All | +683.8% | -37.8% | +721.6% | +783.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling