+114.7%
CTAS vs BURL
-15.9%
+130.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | +3.8% | +3.5% | +0.4% | +3.3% |
| 30D | +15.5% | -9.3% | +24.8% | +17.0% |
| 3M | +12.7% | -32.1% | +44.8% | +18.7% |
| 6M | +34.5% | -19.8% | +54.3% | +38.0% |
| YTD | +21.3% | -13.2% | +34.5% | +22.8% |
| 1Y | +23.1% | -7.8% | +30.9% | +23.2% |
| 3Y | +79.3% | +89.3% | -10.0% | +57.5% |
| 5Y | +114.7% | -15.8% | +130.5% | +109.7% |
| All | +114.7% | -15.9% | +130.6% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling