+0.7%
CTAS vs BBWI
-15.2%
+15.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | -1.8% | +1.5% | -3.3% | -1.9% |
| 30D | -0.2% | -5.2% | +5.0% | 0.0% |
| 3M | +11.7% | +11.1% | +0.6% | +11.0% |
| 6M | +0.7% | -13.4% | +14.1% | +3.1% |
| All | +0.7% | -15.2% | +15.9% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling