+28.1%
BA vs CTAS
+848.9%
-820.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.2% |
| 30D | -9.5% | +10.3% | -19.7% | -15.4% |
| 3M | -26.5% | +10.2% | -36.7% | -31.6% |
| 6M | -27.4% | +34.4% | -61.7% | -42.5% |
| YTD | -20.6% | +19.6% | -40.2% | -31.8% |
| 1Y | -11.4% | +21.8% | -33.2% | -25.2% |
| 3Y | -10.8% | +74.1% | -85.0% | -46.9% |
| 5Y | -21.9% | +114.0% | -136.0% | -61.8% |
| 10Y | +28.1% | +813.9% | -785.8% | -74.5% |
| All | +28.1% | +848.9% | -820.8% | -74.5% |
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