-0.9%
BA vs CTAS
+113.1%
-114.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | -11.6% | -0.2% | -11.4% | -11.6% |
| 3M | -2.4% | +11.7% | -14.1% | -8.1% |
| 6M | -6.6% | +0.7% | -7.3% | -7.6% |
| YTD | -2.2% | +7.4% | -9.7% | -6.5% |
| 1Y | -8.0% | -2.1% | -5.9% | -7.9% |
| 3Y | -5.0% | +62.9% | -67.9% | -34.0% |
| All | -0.9% | +113.1% | -114.0% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling