+683.1%
CTAS vs BR
+189.7%
+493.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +0.5% | -3.0% | +3.5% | +2.3% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +11.1% | +17.3% | -6.2% | +0.4% |
| 6M | +2.1% | -6.7% | +8.8% | +5.3% |
| YTD | +8.0% | -23.4% | +31.4% | +24.6% |
| 1Y | -0.5% | -32.7% | +32.2% | +24.6% |
| 3Y | +66.2% | -5.9% | +72.1% | +65.4% |
| 5Y | +109.2% | +8.4% | +100.7% | +85.1% |
| All | +683.1% | +189.7% | +493.5% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling