+911.5%
BE vs CTAS
+322.5%
+589.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.6% |
| 7D | +20.0% | -1.8% | +21.8% | +21.7% |
| 30D | +7.9% | -0.2% | +8.1% | +7.8% |
| 3M | -13.2% | +11.7% | -24.9% | -24.5% |
| 6M | +53.5% | +0.7% | +52.8% | +44.2% |
| YTD | +191.0% | +7.4% | +183.6% | +156.6% |
| 1Y | +360.5% | -2.1% | +362.6% | +336.5% |
| 3Y | +1,568.0% | +62.9% | +1,505.1% | +836.9% |
| 5Y | +1,055.2% | +111.9% | +943.3% | +416.7% |
| All | +911.5% | +322.5% | +589.0% | +103.0% |
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