+256.9%
BNY vs CTAS
+107.2%
+149.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | -0.2% | -0.7% | +0.6% | +0.1% |
| 3M | +14.9% | +11.1% | +3.9% | +9.0% |
| 6M | +40.0% | +2.1% | +37.9% | +37.7% |
| YTD | +42.0% | +8.0% | +34.0% | +35.7% |
| 1Y | +56.9% | -0.5% | +57.3% | +55.7% |
| 3Y | +289.9% | +66.2% | +223.7% | +185.7% |
| All | +256.9% | +107.2% | +149.7% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling