+813.9%
CTAS vs BUD
-8.7%
+822.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.1% |
| 7D | -0.7% | +1.3% | -2.1% | -1.2% |
| 30D | +10.3% | +10.0% | +0.2% | +6.3% |
| 3M | +10.2% | +1.6% | +8.6% | +9.3% |
| 6M | +34.4% | +6.5% | +27.9% | +30.7% |
| YTD | +19.6% | +34.8% | -15.3% | +5.9% |
| 1Y | +21.8% | +36.5% | -14.7% | +7.2% |
| 3Y | +74.1% | +49.0% | +25.2% | +45.0% |
| 5Y | +114.0% | +51.7% | +62.4% | +72.7% |
| 10Y | +813.9% | -7.5% | +821.5% | +650.6% |
| All | +813.9% | -8.7% | +822.7% | +650.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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