+25,903.7%
CTAS vs BAX
+922.9%
+24,980.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | -0.7% | +9.0% | -9.8% | -3.1% |
| 30D | +10.3% | +8.5% | +1.8% | +7.5% |
| 3M | +10.2% | -4.1% | +14.3% | +11.0% |
| 6M | +34.4% | +46.9% | -12.6% | +19.8% |
| YTD | +19.6% | +38.4% | -18.8% | +7.1% |
| 1Y | +21.8% | +47.0% | -25.2% | +7.2% |
| 3Y | +74.1% | -14.9% | +89.1% | +72.0% |
| 5Y | +114.0% | -62.5% | +176.6% | +162.5% |
| 10Y | +813.9% | -33.9% | +847.8% | +855.2% |
| All | +25,903.7% | +922.9% | +24,980.8% | +15,586.2% |
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