+30.3%
BIL vs CTAS
+2,685.4%
-2,655.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +0.9% | +11.7% | -10.7% | +1.0% |
| 6M | +1.8% | +0.7% | +1.1% | +1.8% |
| YTD | +2.4% | +7.4% | -5.0% | +2.5% |
| 1Y | +3.7% | -2.1% | +5.8% | +3.7% |
| 3Y | +14.2% | +62.9% | -48.8% | +14.3% |
| 5Y | +19.4% | +111.9% | -92.5% | +19.6% |
| 10Y | +25.2% | +652.2% | -627.0% | +25.8% |
| All | +30.3% | +2,685.4% | -2,655.1% | +31.6% |
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