+820.2%
CTAS vs BAX
-35.7%
+855.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +10.7% | +6.3% | +4.4% | +8.5% |
| 3M | +11.0% | -4.6% | +15.6% | +12.0% |
| 6M | +38.7% | +50.4% | -11.6% | +21.7% |
| YTD | +21.8% | +38.0% | -16.3% | +8.1% |
| 1Y | +23.6% | +44.6% | -21.0% | +7.9% |
| 3Y | +74.9% | -15.1% | +90.1% | +72.6% |
| 5Y | +119.5% | -63.3% | +182.8% | +202.3% |
| 10Y | +820.2% | -34.4% | +854.6% | +1,003.6% |
| All | +820.2% | -35.7% | +855.9% | +1,003.6% |
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