+127.0%
BP vs CTAS
+820.8%
-693.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -3.6% | +11.3% | -14.9% | -7.8% |
| 3M | +5.2% | +11.4% | -6.2% | +0.5% |
| 6M | +5.3% | +35.6% | -30.3% | -7.9% |
| YTD | +33.1% | +20.7% | +12.4% | +21.5% |
| 1Y | +26.3% | +22.8% | +3.5% | +14.2% |
| 3Y | +47.5% | +73.4% | -25.9% | +9.1% |
| 5Y | +106.2% | +117.6% | -11.4% | +32.8% |
| 10Y | +127.0% | +818.4% | -691.5% | -10.7% |
| All | +127.0% | +820.8% | -693.9% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling