+818.4%
CTAS vs BB
+28.9%
+789.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.7% | +11.6% | -10.9% | -0.4% |
| 30D | +11.3% | +2.6% | +8.7% | +10.7% |
| 3M | +11.4% | +3.5% | +7.9% | +10.4% |
| 6M | +35.6% | +43.5% | -7.8% | +28.0% |
| YTD | +20.7% | +141.2% | -120.5% | +7.2% |
| 1Y | +22.8% | +97.4% | -74.6% | +11.3% |
| 3Y | +73.4% | +151.1% | -77.7% | +47.2% |
| 5Y | +117.6% | -12.8% | +130.4% | +103.4% |
| 10Y | +818.4% | +27.5% | +791.0% | +570.6% |
| All | +818.4% | +28.9% | +789.5% | +570.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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