+109.6%
CTAS vs BR
+7.6%
+102.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.0% | -5.0% | +6.0% | +3.5% |
| 30D | -1.1% | -2.5% | +1.4% | 0.0% |
| 3M | +11.5% | +13.5% | -2.0% | +4.0% |
| 6M | +0.2% | -9.4% | +9.6% | +4.4% |
| YTD | +7.2% | -23.3% | +30.5% | +21.7% |
| 1Y | 0.0% | -31.6% | +31.6% | +21.1% |
| 3Y | +65.9% | -5.1% | +71.0% | +64.9% |
| 5Y | +109.6% | +8.2% | +101.4% | +83.0% |
| All | +109.6% | +7.6% | +102.0% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling