+25,810.5%
CTAS vs BN
+15,687.7%
+10,122.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +1.2% | +5.3% | -4.2% | -0.7% |
| 30D | +12.8% | +11.9% | +0.9% | +8.5% |
| 3M | +10.3% | -5.7% | +16.0% | +12.3% |
| 6M | +32.0% | -10.6% | +42.6% | +36.4% |
| YTD | +19.1% | -9.4% | +28.5% | +21.6% |
| 1Y | +21.5% | -8.8% | +30.3% | +23.5% |
| 3Y | +76.0% | +95.6% | -19.6% | +34.9% |
| 5Y | +110.9% | +30.2% | +80.7% | +82.2% |
| 10Y | +849.8% | +277.0% | +572.8% | +487.3% |
| All | +25,810.5% | +15,687.7% | +10,122.8% | +7,963.9% |
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