+42.9%
BMY vs CTAS
+74.6%
-31.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +6.2% | +11.3% | -5.1% | +3.7% |
| 3M | -2.1% | +11.4% | -13.6% | -4.6% |
| 6M | +14.3% | +35.6% | -21.4% | +6.5% |
| YTD | +21.6% | +20.7% | +0.9% | +15.7% |
| 1Y | +38.8% | +22.8% | +16.0% | +31.6% |
| 3Y | +42.9% | +73.4% | -30.5% | +27.1% |
| All | +42.9% | +74.6% | -31.7% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling