+106.0%
CTAS vs BDX
-3.5%
+109.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.3% | -5.4% | +4.1% | +0.6% |
| 30D | -3.1% | -2.2% | -0.9% | -2.4% |
| 3M | +10.3% | +20.1% | -9.8% | +3.5% |
| 6M | +1.6% | +9.1% | -7.4% | -1.7% |
| YTD | +6.3% | +17.9% | -11.6% | +0.1% |
| 1Y | -0.5% | +22.1% | -22.5% | -7.4% |
| 3Y | +64.6% | -10.5% | +75.1% | +68.8% |
| 5Y | +106.0% | -2.6% | +108.6% | +103.5% |
| All | +106.0% | -3.5% | +109.5% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling