+39.2%
BKR vs CTAS
-1.7%
+41.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.7% | -1.8% | +3.6% | +1.7% |
| 30D | +3.3% | -0.2% | +3.5% | +3.4% |
| 3M | -3.6% | +11.7% | -15.3% | -3.5% |
| 6M | +5.0% | +0.7% | +4.3% | +8.3% |
| YTD | +40.9% | +7.4% | +33.5% | +42.7% |
| 1Y | +39.2% | -2.1% | +41.3% | +40.5% |
| All | +39.2% | -1.7% | +41.0% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling