+13,071.1%
BLK vs CTAS
+2,787.8%
+10,283.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -3.1% | -1.0% | -2.1% | -2.7% |
| 3M | +10.7% | +15.8% | -5.1% | +2.6% |
| 6M | +15.9% | -1.0% | +16.9% | +15.4% |
| YTD | +4.0% | +7.4% | -3.4% | -0.5% |
| 1Y | +1.3% | -0.1% | +1.4% | +0.1% |
| 3Y | +69.6% | +66.3% | +3.3% | +29.2% |
| 5Y | +33.8% | +111.0% | -77.2% | -8.5% |
| 10Y | +276.2% | +662.9% | -386.7% | +41.3% |
| All | +13,071.1% | +2,787.8% | +10,283.4% | +2,500.0% |
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