+138.4%
CTAS vs BBAI
-70.8%
+209.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.8% | -4.3% | +2.4% | -1.8% |
| 30D | -0.2% | -3.6% | +3.4% | -0.2% |
| 3M | +11.7% | -38.8% | +50.5% | +11.8% |
| 6M | +0.7% | -23.8% | +24.5% | +0.7% |
| YTD | +7.4% | -45.9% | +53.3% | +7.5% |
| 1Y | -2.1% | -40.8% | +38.7% | -2.1% |
| 3Y | +62.9% | +69.8% | -6.8% | +63.1% |
| 5Y | +111.9% | -70.3% | +182.2% | +107.3% |
| All | +138.4% | -70.8% | +209.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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