+566.3%
BKR vs CTAS
+23,079.4%
-22,513.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.5% | +1.0% | -2.5% | -1.9% |
| 30D | -0.7% | -1.1% | +0.4% | -0.4% |
| 3M | +0.5% | +11.5% | -11.0% | -3.8% |
| 6M | +6.6% | +0.2% | +6.5% | +5.5% |
| YTD | +41.3% | +7.2% | +34.1% | +36.4% |
| 1Y | +42.2% | 0.0% | +42.2% | +40.5% |
| 3Y | +83.4% | +65.9% | +17.5% | +50.0% |
| 5Y | +203.6% | +109.6% | +94.1% | +126.4% |
| 10Y | +139.9% | +683.8% | -543.8% | +17.7% |
| All | +566.3% | +23,079.4% | -22,513.1% | +61.0% |
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