+683.8%
CTAS vs BLDR
+357.1%
+326.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +1.0% | -2.7% | +3.7% | +1.6% |
| 30D | -1.1% | -14.7% | +13.7% | +2.7% |
| 3M | +11.5% | -20.8% | +32.3% | +16.9% |
| 6M | +0.2% | -35.3% | +35.5% | +9.9% |
| YTD | +7.2% | -40.3% | +47.5% | +19.2% |
| 1Y | 0.0% | -56.3% | +56.3% | +19.9% |
| 3Y | +65.9% | -56.1% | +122.0% | +86.8% |
| 5Y | +109.6% | +12.9% | +96.7% | +68.5% |
| 10Y | +683.8% | +386.5% | +297.3% | +285.8% |
| All | +683.8% | +357.1% | +326.6% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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