+23.3%
BX vs CTAS
+110.5%
-87.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -2.3% | -1.0% | -1.3% | -1.6% |
| 3M | +18.5% | +15.8% | +2.8% | +4.3% |
| 6M | +23.7% | -1.0% | +24.7% | +23.4% |
| YTD | -10.4% | +7.4% | -17.8% | -16.9% |
| 1Y | -19.6% | -0.1% | -19.4% | -20.7% |
| 3Y | +30.8% | +66.3% | -35.5% | -26.9% |
| All | +23.3% | +110.5% | -87.2% | -47.7% |
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 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