+26,150.7%
CTAS vs BBWI
+1,159.1%
+24,991.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | +0.7% | -4.2% | +4.9% | +1.6% |
| 30D | +11.3% | +24.9% | -13.6% | +5.8% |
| 3M | +11.4% | +13.2% | -1.8% | +7.6% |
| 6M | +35.6% | +12.1% | +23.5% | +29.8% |
| YTD | +20.7% | +11.1% | +9.6% | +14.2% |
| 1Y | +22.8% | +0.7% | +22.1% | +17.2% |
| 3Y | +73.4% | -23.8% | +97.2% | +66.5% |
| 5Y | +117.6% | -66.9% | +184.5% | +142.6% |
| 10Y | +818.4% | -45.3% | +863.8% | +664.2% |
| All | +26,150.7% | +1,159.1% | +24,991.6% | +9,703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling