+43.9%
BNY vs CTAS
+25.6%
+18.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.0% |
| 7D | +2.8% | +7.6% | -4.8% | +2.0% |
| 30D | +6.7% | +17.2% | -10.5% | +5.1% |
| 3M | -2.2% | +12.8% | -14.9% | -3.3% |
| 6M | +16.8% | +38.0% | -21.2% | +11.1% |
| YTD | +33.9% | +22.7% | +11.2% | +29.6% |
| 1Y | +43.9% | +25.6% | +18.3% | +38.3% |
| All | +43.9% | +25.6% | +18.3% | +38.3% |
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