+2,052.5%
CTAS vs BNS
+1,492.9%
+559.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -1.8% | +1.5% | -3.4% | -2.6% |
| 30D | -0.2% | +6.0% | -6.2% | -3.4% |
| 3M | +11.7% | +16.3% | -4.7% | +2.7% |
| 6M | +0.7% | +28.8% | -28.1% | -12.2% |
| YTD | +7.4% | +30.0% | -22.6% | -7.0% |
| 1Y | -2.1% | +50.7% | -52.8% | -21.6% |
| 3Y | +62.9% | +125.4% | -62.4% | +4.6% |
| 5Y | +111.9% | +94.2% | +17.6% | +45.1% |
| 10Y | +652.2% | +182.8% | +469.4% | +321.2% |
| All | +2,052.5% | +1,492.9% | +559.5% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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