-0.1%
CTAS vs BUD
+35.5%
-35.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -1.0% | -4.8% | +3.8% | +0.1% |
| 3M | +15.8% | +1.4% | +14.4% | +15.1% |
| 6M | -1.0% | +9.9% | -10.9% | -4.5% |
| YTD | +7.4% | +26.3% | -18.9% | -0.8% |
| 1Y | -0.1% | +36.1% | -36.3% | -9.0% |
| All | -0.1% | +35.5% | -35.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling