+34.3%
BP vs CTAS
-1.7%
+36.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.9% | -1.8% | +5.8% | +3.8% |
| 30D | +7.6% | -0.2% | +7.8% | +7.6% |
| 3M | +0.7% | +11.7% | -11.0% | +1.2% |
| 6M | +15.5% | +0.7% | +14.8% | +14.6% |
| YTD | +30.8% | +7.4% | +23.4% | +31.4% |
| 1Y | +34.3% | -2.1% | +36.4% | +33.6% |
| All | +34.3% | -1.7% | +36.1% | +33.6% |
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