+111.0%
CTAS vs BWA
+88.6%
+22.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | 0.0% | +4.3% | -4.3% | -0.8% |
| 30D | -1.0% | -2.9% | +1.9% | -0.6% |
| 3M | +15.8% | -12.4% | +28.2% | +18.3% |
| 6M | -1.0% | +28.6% | -29.6% | -7.4% |
| YTD | +7.4% | +48.2% | -40.8% | -4.0% |
| 1Y | -0.1% | +50.9% | -51.1% | -11.3% |
| 3Y | +66.3% | +72.2% | -5.9% | +40.0% |
| 5Y | +111.0% | +91.1% | +19.9% | +65.3% |
| All | +111.0% | +88.6% | +22.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling