+815.5%
CTAS vs BIDU
-51.3%
+866.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.0% | -4.6% | +6.5% | +2.6% |
| 30D | +8.7% | -4.5% | +13.2% | +9.3% |
| 3M | +13.3% | -25.4% | +38.6% | +17.4% |
| 6M | +39.4% | -48.1% | +87.5% | +51.3% |
| YTD | +21.5% | -40.2% | +61.7% | +28.2% |
| 1Y | +21.9% | -35.2% | +57.1% | +26.8% |
| 3Y | +73.6% | -27.1% | +100.8% | +72.0% |
| 5Y | +116.2% | -54.2% | +170.4% | +121.6% |
| All | +815.5% | -51.3% | +866.8% | +717.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling