+4,273.7%
CTAS vs BUD
+201.1%
+4,072.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -0.2% | -5.7% | +5.5% | +2.0% |
| 3M | +11.7% | +3.1% | +8.6% | +10.1% |
| 6M | +0.7% | +7.9% | -7.2% | -2.8% |
| YTD | +7.4% | +27.3% | -19.9% | -3.2% |
| 1Y | -2.1% | +37.8% | -39.9% | -14.7% |
| 3Y | +62.9% | +49.8% | +13.1% | +34.0% |
| 5Y | +111.9% | +43.8% | +68.0% | +72.8% |
| 10Y | +652.2% | -22.6% | +674.8% | +630.1% |
| All | +4,273.7% | +201.1% | +4,072.6% | +2,142.1% |
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