+73.6%
CTAS vs BBY
+89.3%
-15.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | +2.0% | +4.5% | -2.5% | +1.3% |
| 30D | +8.7% | +16.8% | -8.1% | +6.1% |
| 3M | +13.3% | +23.2% | -9.9% | +9.7% |
| 6M | +39.4% | +91.9% | -52.5% | +26.6% |
| YTD | +21.5% | +61.6% | -40.1% | +12.7% |
| 1Y | +21.9% | +43.9% | -22.0% | +15.1% |
| 3Y | +73.6% | +88.6% | -15.0% | +58.7% |
| All | +73.6% | +89.3% | -15.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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