+967.7%
BX vs CTAS
+2,510.6%
-1,542.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -4.4% | -1.8% | -2.6% | -3.0% |
| 30D | +0.1% | -0.2% | +0.3% | +0.2% |
| 3M | +16.0% | +11.7% | +4.3% | +5.2% |
| 6M | +21.6% | +0.7% | +20.9% | +19.0% |
| YTD | -8.9% | +7.4% | -16.3% | -15.5% |
| 1Y | -16.6% | -2.1% | -14.5% | -17.0% |
| 3Y | +43.3% | +62.9% | -19.6% | -7.9% |
| 5Y | +25.7% | +111.9% | -86.2% | -33.7% |
| 10Y | +689.5% | +652.2% | +37.3% | +25.8% |
| All | +967.7% | +2,510.6% | -1,542.9% | -57.9% |
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 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