+33.0%
BLK vs CTAS
+107.2%
-74.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.6% |
| 30D | -6.5% | -0.7% | -5.8% | -6.1% |
| 3M | +6.7% | +11.1% | -4.3% | -0.6% |
| 6M | +14.7% | +2.1% | +12.6% | +12.3% |
| YTD | +2.5% | +8.0% | -5.4% | -3.5% |
| 1Y | -2.8% | -0.5% | -2.3% | -3.6% |
| 3Y | +65.9% | +66.2% | -0.4% | +5.7% |
| All | +33.0% | +107.2% | -74.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling