+12,500.6%
CTAS vs BWA
+3,492.4%
+9,008.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.2% |
| 7D | -1.8% | +5.7% | -7.5% | -3.6% |
| 30D | -0.2% | +1.4% | -1.6% | -0.9% |
| 3M | +11.7% | -12.1% | +23.8% | +15.2% |
| 6M | +0.7% | +28.6% | -27.9% | -9.0% |
| YTD | +7.4% | +51.1% | -43.7% | -9.2% |
| 1Y | -2.1% | +55.9% | -58.0% | -18.3% |
| 3Y | +62.9% | +70.1% | -7.2% | +28.1% |
| 5Y | +111.9% | +90.7% | +21.2% | +55.7% |
| 10Y | +652.2% | +154.0% | +498.2% | +370.8% |
| All | +12,500.6% | +3,492.4% | +9,008.2% | +2,974.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling