+21.9%
CTAS vs BROS
-37.3%
+59.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.8% |
| 7D | +2.0% | +6.3% | -4.3% | +1.5% |
| 30D | +8.7% | -8.3% | +17.0% | +9.1% |
| 3M | +13.3% | -29.8% | +43.1% | +15.8% |
| 6M | +39.4% | -25.8% | +65.2% | +40.6% |
| YTD | +21.5% | -41.4% | +62.9% | +24.5% |
| 1Y | +21.9% | -35.2% | +57.1% | +22.6% |
| All | +21.9% | -37.3% | +59.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling