+251.7%
BAC vs CTAS
+848.9%
-597.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +2.0% | -0.7% | +2.7% | +2.4% |
| 30D | -6.9% | +10.3% | -17.2% | -12.2% |
| 3M | -19.6% | +10.2% | -29.8% | -24.3% |
| 6M | -0.5% | +34.4% | -34.8% | -17.5% |
| YTD | -6.6% | +19.6% | -26.2% | -17.5% |
| 1Y | -3.0% | +21.8% | -24.7% | -15.3% |
| 3Y | +97.3% | +74.1% | +23.2% | +33.5% |
| 5Y | +21.9% | +114.0% | -92.2% | -29.5% |
| 10Y | +251.7% | +813.9% | -562.3% | -7.8% |
| All | +251.7% | +848.9% | -597.2% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling