+1,740.9%
CTAS vs BURL
+1,051.1%
+689.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -0.2% | -28.2% | +28.0% | +7.1% |
| 3M | +11.7% | -17.6% | +29.3% | +16.2% |
| 6M | +0.7% | -11.8% | +12.5% | +2.7% |
| YTD | +7.4% | -8.1% | +15.5% | +8.3% |
| 1Y | -2.1% | -12.0% | +9.8% | -1.0% |
| 3Y | +62.9% | +63.3% | -0.4% | +37.4% |
| 5Y | +111.9% | -10.8% | +122.7% | +99.1% |
| 10Y | +652.2% | +215.9% | +436.3% | +435.3% |
| All | +1,740.9% | +1,051.1% | +689.8% | +1,100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling