+27.7%
BKR vs CTAS
+1.1%
+26.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | -6.6% | +11.1% | -17.7% | -6.4% |
| 6M | +0.9% | +2.1% | -1.3% | +3.8% |
| YTD | +31.1% | +8.0% | +23.1% | +32.8% |
| 1Y | +27.7% | -0.5% | +28.2% | +28.4% |
| All | +27.7% | +1.1% | +26.7% | +28.4% |
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