+38.3%
CTAS vs BLDR
-19.4%
+57.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.6% |
| 7D | +0.5% | -8.2% | +8.7% | +1.7% |
| 30D | +10.2% | +16.3% | -6.0% | +7.8% |
| 3M | +12.1% | -17.0% | +29.1% | +13.9% |
| 6M | +38.3% | -17.4% | +55.7% | +39.3% |
| All | +38.3% | -19.4% | +57.7% | +39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling