+23,259.8%
CTAS vs BHP
+7,909.4%
+15,350.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | -0.2% | +3.4% | -3.6% | -1.2% |
| 3M | +11.7% | +4.1% | +7.6% | +9.7% |
| 6M | +0.7% | +20.6% | -19.9% | -5.6% |
| YTD | +7.4% | +56.1% | -48.7% | -6.7% |
| 1Y | -2.1% | +69.6% | -71.7% | -17.1% |
| 3Y | +62.9% | +78.8% | -15.9% | +33.6% |
| 5Y | +111.9% | +113.1% | -1.2% | +60.7% |
| 10Y | +652.2% | +505.9% | +146.3% | +319.3% |
| All | +23,259.8% | +7,909.4% | +15,350.4% | +6,792.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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