+642.7%
BX vs CTAS
+675.6%
-32.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | -8.9% | -1.3% | -7.6% | -8.1% |
| 30D | -14.8% | -3.1% | -11.7% | -13.0% |
| 3M | +6.9% | +10.3% | -3.4% | -0.6% |
| 6M | +16.3% | +1.6% | +14.6% | +13.7% |
| YTD | -16.1% | +6.3% | -22.4% | -20.6% |
| 1Y | -26.8% | -0.5% | -26.3% | -27.6% |
| 3Y | +22.4% | +64.6% | -42.1% | -16.2% |
| 5Y | +16.0% | +106.0% | -90.0% | -30.8% |
| All | +642.7% | +675.6% | -32.9% | +121.9% |
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