+30.7%
BIL vs CTAS
+2,989.6%
-2,958.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.3% | +1.2% | -1.4% | -0.3% |
| 30D | 0.0% | +12.8% | -12.8% | 0.0% |
| 3M | +0.6% | +10.3% | -9.7% | +0.6% |
| 6M | +1.5% | +32.0% | -30.5% | +1.6% |
| YTD | +2.8% | +19.1% | -16.4% | +2.8% |
| 1Y | +3.3% | +21.5% | -18.1% | +3.4% |
| 3Y | +13.5% | +76.0% | -62.6% | +13.6% |
| 5Y | +19.8% | +110.9% | -91.1% | +19.9% |
| 10Y | +25.6% | +849.8% | -824.3% | +26.2% |
| All | +30.7% | +2,989.6% | -2,958.8% | +32.0% |
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