+1,064.4%
BAC vs CTAS
+25,665.7%
-24,601.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | -1.2% | +1.2% | -2.3% | -1.7% |
| 30D | -7.7% | +12.8% | -20.4% | -12.9% |
| 3M | -21.2% | +10.3% | -31.4% | -25.0% |
| 6M | -6.8% | +32.0% | -38.8% | -19.1% |
| YTD | -8.7% | +19.1% | -27.8% | -17.1% |
| 1Y | -5.3% | +21.5% | -26.8% | -14.9% |
| 3Y | +87.4% | +76.0% | +11.4% | +39.0% |
| 5Y | +18.9% | +110.9% | -91.9% | -19.9% |
| 10Y | +273.3% | +849.8% | -576.5% | +25.1% |
| All | +1,064.4% | +25,665.7% | -24,601.3% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling