+109.6%
CTAS vs BIDU
-42.3%
+151.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | -1.1% | -16.0% | +14.9% | +0.1% |
| 3M | +11.5% | -24.0% | +35.5% | +13.5% |
| 6M | +0.2% | -24.9% | +25.0% | +1.7% |
| YTD | +7.2% | -29.6% | +36.7% | +9.1% |
| 1Y | 0.0% | -15.2% | +15.1% | -0.4% |
| 3Y | +65.9% | -32.2% | +98.1% | +66.7% |
| 5Y | +109.6% | -43.8% | +153.3% | +106.1% |
| All | +109.6% | -42.3% | +151.8% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling