+74.1%
CTAS vs BAX
-17.7%
+91.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | -0.7% | +9.0% | -9.8% | -2.2% |
| 30D | +10.3% | +8.5% | +1.8% | +8.6% |
| 3M | +10.2% | -4.1% | +14.3% | +10.7% |
| 6M | +34.4% | +46.9% | -12.6% | +25.3% |
| YTD | +19.6% | +38.4% | -18.8% | +11.8% |
| 1Y | +21.8% | +47.0% | -25.2% | +12.7% |
| 3Y | +74.1% | -14.9% | +89.1% | +72.0% |
| All | +74.1% | -17.7% | +91.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling