+838.5%
BX vs CTAS
+2,862.9%
-2,024.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | +8.8% | +10.2% | -1.4% | +0.8% |
| 3M | -18.3% | +12.1% | -30.4% | -25.5% |
| 6M | -1.5% | +38.3% | -39.8% | -24.8% |
| YTD | -19.9% | +21.9% | -41.8% | -32.9% |
| 1Y | -14.5% | +24.0% | -38.5% | -29.5% |
| 3Y | +32.3% | +75.1% | -42.8% | -19.6% |
| 5Y | -1.1% | +116.9% | -118.1% | -48.9% |
| 10Y | +657.8% | +821.3% | -163.4% | +2.1% |
| All | +838.5% | +2,862.9% | -2,024.4% | -66.6% |
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