+106.0%
CTAS vs BB
-29.9%
+135.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | -3.1% | -16.0% | +13.0% | -1.9% |
| 3M | +10.3% | -14.5% | +24.8% | +10.3% |
| 6M | +1.6% | +118.6% | -116.9% | -8.2% |
| YTD | +6.3% | +98.9% | -92.6% | -3.1% |
| 1Y | -0.5% | +99.5% | -99.9% | -9.7% |
| 3Y | +64.6% | +65.4% | -0.8% | +48.0% |
| 5Y | +106.0% | -27.6% | +133.6% | +103.3% |
| All | +106.0% | -29.9% | +135.9% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling