+1,683.6%
BE vs CTAS
+73.4%
+1,610.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.6% | +11.9% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | -30.9% | +10.3% | -41.1% | -30.7% |
| 3M | -11.6% | +10.2% | -21.8% | -11.4% |
| 6M | -25.7% | +34.4% | -60.1% | -30.1% |
| YTD | +123.1% | +19.6% | +103.6% | +118.1% |
| 1Y | +43.4% | +21.8% | +21.6% | +38.8% |
| 3Y | +1,683.6% | +74.1% | +1,609.5% | +1,027.4% |
| All | +1,683.6% | +73.4% | +1,610.3% | +1,027.4% |
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