+23,259.8%
CTAS vs BBWI
+1,034.6%
+22,225.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | -1.8% | +1.5% | -3.3% | -2.2% |
| 30D | -0.2% | -5.2% | +5.0% | +0.6% |
| 3M | +11.7% | +11.1% | +0.6% | +8.1% |
| 6M | +0.7% | -13.4% | +14.1% | +1.8% |
| YTD | +7.4% | +0.1% | +7.3% | +4.5% |
| 1Y | -2.1% | -36.1% | +34.0% | +3.7% |
| 3Y | +62.9% | -44.1% | +107.0% | +68.5% |
| 5Y | +111.9% | -66.2% | +178.1% | +135.2% |
| 10Y | +652.2% | -54.8% | +707.0% | +556.9% |
| All | +23,259.8% | +1,034.6% | +22,225.1% | +8,869.6% |
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