+26.8%
BA vs CTAS
+832.5%
-805.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | -7.9% | +10.7% | -18.6% | -14.2% |
| 3M | -25.2% | +11.0% | -36.2% | -30.7% |
| 6M | -26.7% | +38.7% | -65.5% | -43.3% |
| YTD | -19.6% | +21.8% | -41.4% | -31.9% |
| 1Y | -10.6% | +23.6% | -34.2% | -25.3% |
| 3Y | -11.2% | +74.9% | -86.2% | -47.3% |
| 5Y | -20.4% | +119.5% | -139.9% | -61.8% |
| 10Y | +26.8% | +820.2% | -793.5% | -74.8% |
| All | +26.8% | +832.5% | -805.7% | -74.8% |
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