+3,064.2%
CTAS vs BR
+1,481.8%
+1,582.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | +8.7% | +14.4% | -5.7% | +1.5% |
| 3M | +13.3% | +12.4% | +0.9% | +6.5% |
| 6M | +39.4% | +35.4% | +3.9% | +18.7% |
| YTD | +21.5% | -12.2% | +33.7% | +27.4% |
| 1Y | +21.9% | -12.7% | +34.6% | +28.3% |
| 3Y | +73.6% | +14.3% | +59.4% | +57.7% |
| 5Y | +116.2% | +19.3% | +96.9% | +89.6% |
| 10Y | +818.2% | +278.1% | +540.0% | +367.5% |
| All | +3,064.2% | +1,481.8% | +1,582.3% | +729.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling