+23,263.2%
CTAS vs BDX
+5,185.2%
+18,078.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.0% |
| 7D | 0.0% | -4.3% | +4.2% | +1.3% |
| 30D | -1.0% | +1.3% | -2.3% | -1.5% |
| 3M | +15.8% | +20.2% | -4.5% | +9.1% |
| 6M | -1.0% | +8.6% | -9.6% | -3.8% |
| YTD | +7.4% | +19.0% | -11.5% | +1.2% |
| 1Y | -0.1% | +21.2% | -21.3% | -6.6% |
| 3Y | +66.3% | -9.7% | +76.0% | +67.9% |
| 5Y | +111.0% | -3.4% | +114.4% | +107.1% |
| 10Y | +662.9% | +53.9% | +609.0% | +539.8% |
| All | +23,263.2% | +5,185.2% | +18,078.1% | +8,458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling