+23,259.8%
CTAS vs BAX
+900.4%
+22,359.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -0.2% | -5.5% | +5.2% | +1.3% |
| 3M | +11.7% | +33.5% | -21.9% | +2.7% |
| 6M | +0.7% | +35.9% | -35.1% | -8.2% |
| YTD | +7.4% | +35.4% | -27.9% | -2.8% |
| 1Y | -2.1% | +9.8% | -11.9% | -6.9% |
| 3Y | +62.9% | -32.7% | +95.7% | +72.1% |
| 5Y | +111.9% | -65.6% | +177.4% | +166.9% |
| 10Y | +652.2% | -34.9% | +687.1% | +692.0% |
| All | +23,259.8% | +900.4% | +22,359.3% | +14,129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling