+683.8%
CTAS vs BB
+2.1%
+681.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +1.0% | +1.8% | -0.9% | +0.8% |
| 30D | -1.1% | -12.2% | +11.2% | +0.1% |
| 3M | +11.5% | -12.3% | +23.8% | +11.6% |
| 6M | +0.2% | +122.7% | -122.5% | -10.1% |
| YTD | +7.2% | +104.5% | -97.3% | -3.0% |
| 1Y | 0.0% | +106.7% | -106.7% | -10.0% |
| 3Y | +65.9% | +70.0% | -4.0% | +47.0% |
| 5Y | +109.6% | -27.8% | +137.3% | +99.8% |
| 10Y | +683.8% | +2.4% | +681.4% | +460.8% |
| All | +683.8% | +2.1% | +681.6% | +460.8% |
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