+1,376.8%
BAC vs CTAS
+23,129.2%
-21,752.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +16.9% | +11.7% | +5.2% | +10.2% |
| 6M | +26.6% | +0.7% | +25.9% | +24.9% |
| YTD | +15.8% | +7.4% | +8.4% | +10.6% |
| 1Y | +27.2% | -2.1% | +29.3% | +26.7% |
| 3Y | +132.4% | +62.9% | +69.5% | +79.1% |
| 5Y | +72.6% | +111.9% | -39.3% | +16.2% |
| 10Y | +389.7% | +652.2% | -262.5% | +82.8% |
| All | +1,376.8% | +23,129.2% | -21,752.4% | +59.9% |
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