+4,751.3%
CTAS vs BUD
+214.6%
+4,536.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +1.2% | +4.5% | -3.3% | -0.6% |
| 30D | +12.8% | +12.5% | +0.2% | +7.5% |
| 3M | +10.3% | 0.0% | +10.3% | +10.0% |
| 6M | +32.0% | +3.8% | +28.2% | +29.5% |
| YTD | +19.1% | +33.1% | -13.9% | +5.4% |
| 1Y | +21.5% | +35.5% | -14.0% | +6.6% |
| 3Y | +76.0% | +49.4% | +26.6% | +45.1% |
| 5Y | +110.9% | +48.0% | +62.8% | +70.6% |
| 10Y | +849.8% | -8.6% | +858.4% | +758.8% |
| All | +4,751.3% | +214.6% | +4,536.6% | +2,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling