+108.6%
CTAS vs BROS
+33.7%
+74.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | -1.3% | -6.1% | +4.8% | -0.7% |
| 30D | -3.1% | -12.4% | +9.3% | -1.9% |
| 3M | +10.3% | -27.9% | +38.2% | +13.3% |
| 6M | +1.6% | -16.8% | +18.4% | +2.6% |
| YTD | +6.3% | -29.0% | +35.4% | +8.8% |
| 1Y | -0.5% | -33.2% | +32.7% | +2.2% |
| 3Y | +64.6% | +56.8% | +7.8% | +49.6% |
| All | +108.6% | +33.7% | +74.9% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BROS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling