+2,666.3%
CTAS vs BLDR
+414.6%
+2,251.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | -1.8% | -2.8% | +1.0% | -1.4% |
| 30D | -0.2% | -13.3% | +13.1% | +1.8% |
| 3M | +11.7% | -12.3% | +23.9% | +13.3% |
| 6M | +0.7% | -31.5% | +32.2% | +5.6% |
| YTD | +7.4% | -36.1% | +43.5% | +13.5% |
| 1Y | -2.1% | -54.1% | +52.0% | +8.3% |
| 3Y | +62.9% | -55.8% | +118.7% | +76.2% |
| 5Y | +111.9% | +20.7% | +91.1% | +93.3% |
| 10Y | +652.2% | +390.2% | +262.0% | +439.4% |
| All | +2,666.3% | +414.6% | +2,251.6% | +1,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling