+135.1%
BAC vs CTAS
+63.6%
+71.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.7% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +16.9% | +11.7% | +5.2% | +11.7% |
| 6M | +26.6% | +0.7% | +25.9% | +25.6% |
| YTD | +15.8% | +7.4% | +8.4% | +11.8% |
| 1Y | +27.2% | -2.1% | +29.3% | +27.5% |
| All | +135.1% | +63.6% | +71.5% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling