-3.4%
BAC vs CTAS
+22.8%
-26.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -6.9% | +10.3% | -17.2% | -8.2% |
| 3M | -19.6% | +10.2% | -29.8% | -20.6% |
| 6M | -0.5% | +34.4% | -34.8% | -6.1% |
| YTD | -6.6% | +19.6% | -26.2% | -11.0% |
| All | -3.4% | +22.8% | -26.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling