+26,150.7%
CTAS vs BN
+16,073.1%
+10,077.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.4% |
| 7D | +0.7% | +4.3% | -3.6% | -0.8% |
| 30D | +11.3% | +14.3% | -3.0% | +6.3% |
| 3M | +11.4% | -4.1% | +15.5% | +12.7% |
| 6M | +35.6% | -9.7% | +45.3% | +39.7% |
| YTD | +20.7% | -7.1% | +27.8% | +22.2% |
| 1Y | +22.8% | -7.4% | +30.3% | +24.2% |
| 3Y | +73.4% | +102.3% | -28.9% | +31.4% |
| 5Y | +117.6% | +35.9% | +81.7% | +85.2% |
| 10Y | +818.4% | +289.2% | +529.3% | +462.1% |
| All | +26,150.7% | +16,073.1% | +10,077.7% | +8,000.7% |
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