+625.7%
BX vs CTAS
+817.6%
-191.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | +8.8% | +10.2% | -1.4% | +1.9% |
| 3M | -18.3% | +12.1% | -30.4% | -24.4% |
| 6M | -1.5% | +38.3% | -39.8% | -21.7% |
| YTD | -19.9% | +21.9% | -41.8% | -31.0% |
| 1Y | -14.5% | +24.0% | -38.5% | -27.3% |
| 3Y | +32.3% | +75.1% | -42.8% | -13.2% |
| 5Y | -1.1% | +116.9% | -118.1% | -43.6% |
| All | +625.7% | +817.6% | -191.9% | +73.1% |
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