+214.5%
BAC vs CTAS
+817.6%
-603.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.5% | +0.5% | +1.0% | +1.2% |
| 30D | -6.4% | +10.2% | -16.6% | -11.7% |
| 3M | -21.7% | +12.1% | -33.8% | -27.0% |
| 6M | +0.5% | +38.3% | -37.8% | -18.1% |
| YTD | -6.7% | +21.9% | -28.6% | -18.5% |
| 1Y | -4.7% | +24.0% | -28.7% | -17.7% |
| 3Y | +96.1% | +75.1% | +20.9% | +32.4% |
| 5Y | +21.7% | +116.9% | -95.2% | -30.0% |
| All | +214.5% | +817.6% | -603.2% | -21.2% |
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 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