+66.3%
CTAS vs BLDR
-54.9%
+121.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.6% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -1.0% | -16.2% | +15.2% | +1.2% |
| 3M | +15.8% | -14.4% | +30.2% | +17.5% |
| 6M | -1.0% | -32.8% | +31.8% | +3.4% |
| YTD | +7.4% | -39.2% | +46.6% | +13.4% |
| 1Y | -0.1% | -57.7% | +57.6% | +9.8% |
| 3Y | +66.3% | -55.3% | +121.6% | +77.1% |
| All | +66.3% | -54.9% | +121.2% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling