-10.6%
BA vs CTAS
+78.6%
-89.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -0.1% | +3.8% | -3.9% | -1.0% |
| 30D | -9.1% | +15.5% | -24.7% | -11.9% |
| 3M | -28.2% | +12.7% | -40.9% | -30.1% |
| 6M | -23.1% | +34.5% | -57.6% | -28.9% |
| YTD | -20.6% | +21.3% | -41.9% | -24.4% |
| 1Y | -12.7% | +23.1% | -35.8% | -17.4% |
| All | -10.6% | +78.6% | -89.2% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling