+111.0%
CTAS vs BAX
-67.0%
+178.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -1.0% | -9.7% | +8.7% | +0.8% |
| 3M | +15.8% | +29.3% | -13.5% | +10.0% |
| 6M | -1.0% | +40.7% | -41.7% | -7.5% |
| YTD | +7.4% | +30.3% | -22.8% | +1.1% |
| 1Y | -0.1% | +3.4% | -3.5% | -2.4% |
| 3Y | +66.3% | -32.0% | +98.3% | +73.1% |
| 5Y | +111.0% | -66.9% | +177.8% | +159.8% |
| All | +111.0% | -67.0% | +178.0% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling