+815.5%
CTAS vs BN
+290.8%
+524.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | +8.7% | +14.0% | -5.3% | +1.7% |
| 3M | +13.3% | -9.0% | +22.3% | +18.1% |
| 6M | +39.4% | -8.8% | +48.2% | +44.6% |
| YTD | +21.5% | -10.3% | +31.8% | +25.4% |
| 1Y | +21.9% | -5.8% | +27.7% | +22.6% |
| 3Y | +73.6% | +94.8% | -21.1% | +11.5% |
| 5Y | +116.2% | +31.5% | +84.7% | +69.3% |
| All | +815.5% | +290.8% | +524.6% | +291.2% |
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