+851.5%
BX vs CTAS
+2,853.0%
-2,001.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.7% |
| 7D | +0.6% | +2.0% | -1.4% | -1.0% |
| 30D | +14.2% | +8.7% | +5.6% | +7.0% |
| 3M | -18.7% | +13.3% | -32.0% | -26.5% |
| 6M | +2.5% | +39.4% | -36.9% | -22.3% |
| YTD | -18.8% | +21.5% | -40.3% | -31.8% |
| 1Y | -10.3% | +21.9% | -32.2% | -24.9% |
| 3Y | +35.4% | +73.6% | -38.3% | -17.2% |
| 5Y | +0.3% | +116.2% | -115.9% | -48.0% |
| 10Y | +668.4% | +818.2% | -149.8% | +3.8% |
| All | +851.5% | +2,853.0% | -2,001.4% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling