+66.3%
CTAS vs BEN
+57.2%
+9.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -0.2% | -0.5% | +0.3% | -0.1% |
| 3M | +11.7% | +9.7% | +2.0% | +9.3% |
| 6M | +0.7% | +33.9% | -33.2% | -6.0% |
| YTD | +7.4% | +49.0% | -41.6% | -2.2% |
| 1Y | -2.1% | +42.1% | -44.2% | -10.1% |
| All | +66.3% | +57.2% | +9.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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