+23,023.2%
CTAS vs BRO
+25,589.7%
-2,566.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | -8.6% | +7.3% | +1.0% |
| 30D | -3.1% | -6.9% | +3.9% | -1.3% |
| 3M | +10.3% | +10.5% | -0.2% | +7.4% |
| 6M | +1.6% | -2.8% | +4.4% | +2.1% |
| YTD | +6.3% | -16.1% | +22.5% | +10.7% |
| 1Y | -0.5% | -27.6% | +27.1% | +7.4% |
| 3Y | +64.6% | -7.3% | +71.9% | +66.2% |
| 5Y | +106.0% | +19.0% | +87.0% | +95.1% |
| 10Y | +677.5% | +292.7% | +384.8% | +479.2% |
| All | +23,023.2% | +25,589.7% | -2,566.5% | +12,372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling