+38.0%
CTAS vs BURL
-17.9%
+55.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +1.4% |
| 7D | +7.6% | +10.4% | -2.8% | +6.3% |
| 30D | +17.2% | -4.9% | +22.2% | +17.4% |
| 3M | +12.8% | -29.8% | +42.5% | +17.6% |
| 6M | +38.0% | -16.5% | +54.4% | +43.1% |
| All | +38.0% | -17.9% | +55.8% | +43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling