+110.2%
CTAS vs BROS
+38.3%
+71.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +1.0% | -6.6% | +7.6% | +1.6% |
| 30D | -1.1% | -12.3% | +11.3% | +0.1% |
| 3M | +11.5% | -22.2% | +33.7% | +13.7% |
| 6M | +0.2% | -14.3% | +14.4% | +0.8% |
| YTD | +7.2% | -26.6% | +33.7% | +9.3% |
| 1Y | 0.0% | -31.5% | +31.5% | +2.4% |
| 3Y | +65.9% | +62.3% | +3.7% | +50.3% |
| All | +110.2% | +38.3% | +71.9% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling