+103.9%
BP vs CTAS
+109.9%
-6.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -11.6% | +1.2% | -12.8% | -11.8% |
| 30D | 0.0% | +12.8% | -12.7% | -1.8% |
| 3M | +6.7% | +10.3% | -3.5% | +5.0% |
| 6M | +2.2% | +32.0% | -29.8% | -2.8% |
| YTD | +33.0% | +19.1% | +13.8% | +28.6% |
| 1Y | +30.7% | +21.5% | +9.2% | +25.8% |
| 3Y | +44.2% | +76.0% | -31.9% | +21.4% |
| All | +103.9% | +109.9% | -6.0% | +59.5% |
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