+13,876.5%
CTAS vs BWA
+2,496.1%
+11,380.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.6% |
| 7D | +1.2% | -5.5% | +6.6% | +2.8% |
| 30D | +12.8% | -21.7% | +34.5% | +21.4% |
| 3M | +10.3% | -25.6% | +35.9% | +20.0% |
| 6M | +32.0% | -17.4% | +49.4% | +37.0% |
| YTD | +19.1% | +9.2% | +9.9% | +10.9% |
| 1Y | +21.5% | +9.7% | +11.7% | +12.8% |
| 3Y | +76.0% | +54.6% | +21.4% | +41.8% |
| 5Y | +110.9% | +26.8% | +84.1% | +76.0% |
| 10Y | +849.8% | +89.0% | +760.8% | +549.4% |
| All | +13,876.5% | +2,496.1% | +11,380.4% | +3,655.3% |
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 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