+23,259.8%
CTAS vs BN
+15,251.3%
+8,008.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.8% | -2.5% | +0.7% | -1.0% |
| 30D | -0.2% | -9.5% | +9.3% | +3.1% |
| 3M | +11.7% | -10.4% | +22.1% | +15.7% |
| 6M | +0.7% | -6.4% | +7.1% | +2.3% |
| YTD | +7.4% | -11.9% | +19.3% | +10.9% |
| 1Y | -2.1% | -8.6% | +6.5% | -0.5% |
| 3Y | +62.9% | +77.6% | -14.6% | +28.8% |
| 5Y | +111.9% | +37.0% | +74.8% | +80.0% |
| 10Y | +652.2% | +266.4% | +385.8% | +370.3% |
| All | +23,259.8% | +15,251.3% | +8,008.4% | +7,250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling