+57.3%
BMY vs CTAS
+817.6%
-760.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +10.0% | +10.2% | -0.3% | +7.3% |
| 3M | -1.2% | +12.1% | -13.2% | -4.1% |
| 6M | +12.8% | +38.3% | -25.5% | +3.5% |
| YTD | +20.7% | +21.9% | -1.2% | +14.2% |
| 1Y | +32.6% | +24.0% | +8.6% | +24.9% |
| 3Y | +41.8% | +75.1% | -33.3% | +20.5% |
| 5Y | +29.0% | +116.9% | -88.0% | +2.1% |
| All | +57.3% | +817.6% | -760.4% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling