+683.8%
CTAS vs BN
+257.9%
+425.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +1.0% | -3.0% | +4.0% | +2.5% |
| 30D | -1.1% | -13.0% | +11.9% | +5.8% |
| 3M | +11.5% | -15.2% | +26.7% | +20.5% |
| 6M | +0.2% | -5.9% | +6.1% | +2.1% |
| YTD | +7.2% | -15.8% | +23.0% | +14.4% |
| 1Y | 0.0% | -12.2% | +12.2% | +3.8% |
| 3Y | +65.9% | +72.2% | -6.3% | +13.6% |
| 5Y | +109.6% | +33.2% | +76.4% | +61.1% |
| 10Y | +683.8% | +264.7% | +419.1% | +240.2% |
| All | +683.8% | +257.9% | +425.8% | +240.2% |
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