+820.2%
CTAS vs BN
+281.2%
+539.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -0.8% | -2.4% | +1.6% | +0.3% |
| 30D | +10.7% | +13.5% | -2.8% | +3.8% |
| 3M | +11.0% | -5.9% | +16.9% | +13.9% |
| 6M | +38.7% | -8.9% | +47.7% | +44.0% |
| YTD | +21.8% | -7.9% | +29.6% | +24.1% |
| 1Y | +23.6% | -8.3% | +31.9% | +25.8% |
| 3Y | +74.9% | +100.8% | -25.8% | +10.6% |
| 5Y | +119.5% | +38.2% | +81.2% | +67.0% |
| 10Y | +820.2% | +302.3% | +517.9% | +287.8% |
| All | +820.2% | +281.2% | +539.0% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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