-22.1%
BA vs CTAS
+109.9%
-132.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -7.9% | +12.8% | -20.7% | -12.5% |
| 3M | -25.3% | +10.3% | -35.6% | -28.5% |
| 6M | -24.6% | +32.0% | -56.6% | -34.4% |
| YTD | -20.1% | +19.1% | -39.3% | -27.0% |
| 1Y | -11.8% | +21.5% | -33.2% | -20.3% |
| 3Y | -10.1% | +76.0% | -86.2% | -39.5% |
| All | -22.1% | +109.9% | -132.1% | -58.1% |
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