+76.0%
CTAS vs BURL
+86.7%
-10.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +1.2% | +4.1% | -2.9% | +0.7% |
| 30D | +12.8% | -9.5% | +22.2% | +13.9% |
| 3M | +10.3% | -33.5% | +43.8% | +15.3% |
| 6M | +32.0% | -22.1% | +54.1% | +35.4% |
| YTD | +19.1% | -14.6% | +33.7% | +20.8% |
| 1Y | +21.5% | -8.4% | +29.8% | +21.9% |
| 3Y | +76.0% | +86.6% | -10.5% | +70.4% |
| All | +76.0% | +86.7% | -10.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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