+683.1%
CTAS vs BRO
+294.2%
+388.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.7% |
| 7D | +0.5% | -7.3% | +7.8% | +5.1% |
| 30D | -0.7% | -6.9% | +6.1% | +3.4% |
| 3M | +11.1% | +10.7% | +0.4% | +3.7% |
| 6M | +2.1% | -2.7% | +4.8% | +2.6% |
| YTD | +8.0% | -16.3% | +24.3% | +18.4% |
| 1Y | -0.5% | -29.1% | +28.6% | +20.7% |
| 3Y | +66.2% | -7.8% | +74.0% | +63.8% |
| 5Y | +109.2% | +18.7% | +90.4% | +65.3% |
| All | +683.1% | +294.2% | +388.9% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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