+2,003.1%
CTAS vs BURL
+1,021.0%
+982.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +0.7% |
| 7D | +7.6% | +10.4% | -2.8% | +5.3% |
| 30D | +17.2% | -4.9% | +22.2% | +18.4% |
| 3M | +12.8% | -29.8% | +42.5% | +21.2% |
| 6M | +38.0% | -16.5% | +54.4% | +42.1% |
| YTD | +22.7% | -10.5% | +33.3% | +24.0% |
| 1Y | +25.6% | -5.3% | +31.0% | +24.8% |
| 3Y | +81.4% | +95.1% | -13.6% | +46.2% |
| 5Y | +117.9% | -12.1% | +129.9% | +104.9% |
| 10Y | +878.3% | +273.2% | +605.1% | +582.0% |
| All | +2,003.1% | +1,021.0% | +982.2% | +1,275.3% |
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