+23,263.2%
CTAS vs BBY
+74,802.5%
-51,539.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | 0.0% | +8.1% | -8.2% | -1.3% |
| 30D | -1.0% | +8.9% | -9.9% | -2.5% |
| 3M | +15.8% | +22.0% | -6.3% | +11.9% |
| 6M | -1.0% | +37.8% | -38.8% | -6.5% |
| YTD | +7.4% | +37.3% | -29.9% | +1.3% |
| 1Y | -0.1% | +21.6% | -21.7% | -4.2% |
| 3Y | +66.3% | +41.5% | +24.8% | +52.7% |
| 5Y | +111.0% | +1.2% | +109.7% | +101.3% |
| 10Y | +662.9% | +237.8% | +425.1% | +498.3% |
| All | +23,263.2% | +74,802.5% | -51,539.3% | +11,653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling