+3,871.8%
CTAS vs BAH
+1,056.2%
+2,815.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -0.5% |
| 7D | +1.2% | -3.5% | +4.7% | +2.2% |
| 30D | +12.8% | +24.3% | -11.5% | +5.8% |
| 3M | +10.3% | +16.3% | -6.0% | +5.1% |
| 6M | +32.0% | +13.6% | +18.4% | +25.8% |
| YTD | +19.1% | +3.5% | +15.6% | +15.2% |
| 1Y | +21.5% | +2.7% | +18.8% | +17.4% |
| 3Y | +76.0% | -26.6% | +102.6% | +81.8% |
| 5Y | +110.9% | +8.5% | +102.3% | +88.3% |
| 10Y | +849.8% | +225.1% | +624.7% | +522.5% |
| All | +3,871.8% | +1,056.2% | +2,815.6% | +1,733.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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