+2,054.3%
CTAS vs BG
+1,131.5%
+922.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.8% | +2.8% | -4.6% | -2.5% |
| 30D | -0.2% | +12.0% | -12.2% | -3.0% |
| 3M | +11.7% | -7.7% | +19.4% | +13.3% |
| 6M | +0.7% | +4.5% | -3.8% | -1.2% |
| YTD | +7.4% | +35.7% | -28.3% | -1.3% |
| 1Y | -2.1% | +50.1% | -52.2% | -12.6% |
| 3Y | +62.9% | +12.6% | +50.3% | +53.6% |
| 5Y | +111.9% | +75.4% | +36.5% | +74.9% |
| 10Y | +652.2% | +150.5% | +501.7% | +441.3% |
| All | +2,054.3% | +1,131.5% | +922.8% | +1,018.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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