+2,342.7%
CTAS vs BIDU
+1,407.1%
+935.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.9% |
| 7D | -1.8% | +2.4% | -4.2% | -2.2% |
| 30D | -0.2% | -10.5% | +10.3% | +1.1% |
| 3M | +11.7% | -26.2% | +37.9% | +15.9% |
| 6M | +0.7% | -16.4% | +17.1% | +2.2% |
| YTD | +7.4% | -23.9% | +31.3% | +10.0% |
| 1Y | -2.1% | +1.3% | -3.4% | -4.6% |
| 3Y | +62.9% | -32.1% | +95.0% | +64.6% |
| 5Y | +111.9% | -39.0% | +150.9% | +106.9% |
| 10Y | +652.2% | -44.0% | +696.2% | +605.0% |
| All | +2,342.7% | +1,407.1% | +935.6% | +1,437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling