-11.5%
BA vs CTAS
+22.8%
-34.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -9.5% | +10.3% | -19.7% | -10.0% |
| 3M | -26.5% | +10.2% | -36.7% | -26.9% |
| 6M | -27.4% | +34.4% | -61.7% | -30.5% |
| YTD | -20.6% | +19.6% | -40.2% | -21.3% |
| All | -11.5% | +22.8% | -34.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling