+391.8%
BAC vs CTAS
+658.8%
-267.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -0.7% | -1.0% | +0.3% | -0.2% |
| 3M | +16.9% | +15.8% | +1.2% | +6.2% |
| 6M | +29.6% | -1.0% | +30.6% | +28.8% |
| YTD | +15.3% | +7.4% | +7.8% | +8.7% |
| 1Y | +28.8% | -0.1% | +29.0% | +26.6% |
| 3Y | +136.4% | +66.3% | +70.1% | +64.0% |
| 5Y | +72.9% | +111.0% | -38.1% | +0.5% |
| 10Y | +391.8% | +662.9% | -271.1% | +33.4% |
| All | +391.8% | +658.8% | -267.0% | +33.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling