+23.6%
CTAS vs BN
-8.2%
+31.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | +10.7% | +13.5% | -2.8% | +8.7% |
| 3M | +11.0% | -5.9% | +16.9% | +11.4% |
| 6M | +38.7% | -8.9% | +47.7% | +39.2% |
| YTD | +21.8% | -7.9% | +29.6% | +20.9% |
| 1Y | +23.6% | -8.3% | +31.9% | +22.5% |
| All | +23.6% | -8.2% | +31.7% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling