+977.1%
BE vs CTAS
+321.5%
+655.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | +23.9% | +1.0% | +22.9% | +23.1% |
| 30D | +27.8% | -1.1% | +28.9% | +28.5% |
| 3M | +3.7% | +11.5% | -7.8% | -9.6% |
| 6M | +78.0% | +0.2% | +77.8% | +68.3% |
| YTD | +209.9% | +7.2% | +202.7% | +173.8% |
| 1Y | +389.6% | 0.0% | +389.6% | +355.2% |
| 3Y | +1,730.6% | +65.9% | +1,664.7% | +910.2% |
| 5Y | +1,227.8% | +109.6% | +1,118.2% | +500.2% |
| All | +977.1% | +321.5% | +655.6% | +116.5% |
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 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