+1,784.6%
BE vs CTAS
+65.1%
+1,719.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +29.8% | 0.0% | +29.8% | +29.8% |
| 30D | +26.4% | -1.0% | +27.4% | +26.4% |
| 3M | +9.3% | +15.8% | -6.4% | +3.3% |
| 6M | +105.1% | -1.0% | +106.1% | +106.8% |
| YTD | +219.0% | +7.4% | +211.6% | +208.7% |
| 1Y | +418.8% | -0.1% | +418.9% | +422.5% |
| 3Y | +1,784.6% | +66.3% | +1,718.3% | +1,025.1% |
| All | +1,784.6% | +65.1% | +1,719.5% | +1,025.1% |
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