+58.9%
BNY vs CTAS
-1.7%
+60.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.4% | -1.8% | +3.3% | +1.6% |
| 30D | +3.8% | -0.2% | +4.0% | +3.9% |
| 3M | +14.9% | +11.7% | +3.2% | +12.3% |
| 6M | +40.3% | +0.7% | +39.6% | +39.5% |
| YTD | +43.8% | +7.4% | +36.4% | +40.7% |
| 1Y | +58.9% | -2.1% | +61.0% | +60.9% |
| All | +58.9% | -1.7% | +60.6% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling