0.0%
CTAS vs BWA
+48.6%
-48.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -1.1% | -5.6% | +4.5% | -1.1% |
| 3M | +11.5% | -10.7% | +22.2% | +12.2% |
| 6M | +0.2% | +23.2% | -23.0% | -2.3% |
| YTD | +7.2% | +46.0% | -38.8% | -0.8% |
| 1Y | 0.0% | +51.2% | -51.2% | -8.9% |
| All | 0.0% | +48.6% | -48.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling