+76.0%
CTAS vs BBWI
-28.0%
+104.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | +1.2% | -6.2% | +7.3% | +1.6% |
| 30D | +12.8% | +19.9% | -7.2% | +11.4% |
| 3M | +10.3% | +7.1% | +3.1% | +9.5% |
| 6M | +32.0% | +13.7% | +18.3% | +30.3% |
| YTD | +19.1% | +9.6% | +9.5% | +17.4% |
| 1Y | +21.5% | -1.6% | +23.1% | +20.5% |
| 3Y | +76.0% | -25.9% | +101.9% | +78.5% |
| All | +76.0% | -28.0% | +104.1% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling