+138.3%
CTAS vs BROS
+10.5%
+127.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.0% |
| 7D | +2.0% | +6.3% | -4.3% | +1.3% |
| 30D | +8.7% | -8.3% | +17.0% | +9.2% |
| 3M | +13.3% | -29.8% | +43.1% | +16.6% |
| 6M | +39.4% | -25.8% | +65.2% | +42.0% |
| YTD | +21.5% | -41.4% | +62.9% | +26.1% |
| 1Y | +21.9% | -35.2% | +57.1% | +25.1% |
| 3Y | +73.6% | +32.8% | +40.9% | +59.8% |
| 5Y | +116.2% | -42.2% | +158.4% | +105.1% |
| All | +138.3% | +10.5% | +127.9% | +120.7% |
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