+74.1%
CTAS vs BROS
+32.8%
+41.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.3% | -0.1% |
| 7D | -0.7% | -17.9% | +17.2% | +0.5% |
| 30D | +10.3% | -5.4% | +15.6% | +10.4% |
| 3M | +10.2% | -32.1% | +42.3% | +13.0% |
| 6M | +34.4% | -31.7% | +66.0% | +37.1% |
| YTD | +19.6% | -41.2% | +60.7% | +22.9% |
| 1Y | +21.8% | -32.6% | +54.4% | +23.8% |
| 3Y | +74.1% | +32.7% | +41.4% | +67.9% |
| All | +74.1% | +32.8% | +41.3% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling