+20.3%
CTAS vs BIYA
-99.9%
+120.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +9.0% | -7.0% | +1.9% |
| 30D | +8.7% | -12.9% | +21.6% | +8.8% |
| 3M | +13.3% | -54.7% | +68.0% | +13.8% |
| 6M | +39.4% | -85.1% | +124.4% | +39.6% |
| YTD | +21.5% | -96.9% | +118.4% | +22.7% |
| 1Y | +21.9% | -98.5% | +120.4% | +23.9% |
| All | +20.3% | -99.9% | +120.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling