+114.6%
CTAS vs BURL
-11.0%
+125.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -1.8% | -2.8% | +1.0% | -1.4% |
| 30D | -0.2% | -28.2% | +28.0% | +4.5% |
| 3M | +11.7% | -17.6% | +29.3% | +14.7% |
| 6M | +0.7% | -11.8% | +12.5% | +2.1% |
| YTD | +7.4% | -8.1% | +15.5% | +8.1% |
| 1Y | -2.1% | -12.0% | +9.8% | -1.2% |
| 3Y | +62.9% | +63.3% | -0.4% | +46.8% |
| All | +114.6% | -11.0% | +125.6% | +109.8% |
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