+23.3%
BA vs CTAS
+814.6%
-791.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.1% | +2.0% | -3.1% | -2.5% |
| 30D | -7.1% | +8.7% | -15.8% | -12.3% |
| 3M | -25.5% | +13.3% | -38.8% | -32.1% |
| 6M | -28.7% | +39.4% | -68.1% | -45.1% |
| YTD | -21.0% | +21.5% | -42.5% | -33.0% |
| 1Y | -11.9% | +21.9% | -33.7% | -25.5% |
| 3Y | -16.2% | +73.6% | -89.8% | -49.9% |
| 5Y | -22.4% | +116.2% | -138.6% | -62.3% |
| All | +23.3% | +814.6% | -791.2% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling