+9.7%
BKR vs CTAS
+25.6%
-16.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.3% |
| 7D | -8.8% | +7.6% | -16.4% | -8.1% |
| 30D | -13.1% | +17.2% | -30.3% | -12.5% |
| 3M | -18.9% | +12.8% | -31.7% | -18.4% |
| 6M | -27.2% | +38.0% | -65.2% | -27.0% |
| YTD | +10.7% | +22.7% | -12.0% | +13.4% |
| 1Y | +9.7% | +25.6% | -16.0% | +11.8% |
| All | +9.7% | +25.6% | -16.0% | +11.8% |
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