+18.4%
CTAS vs BIYA
-99.9%
+118.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -0.7% | -7.8% | +7.1% | -0.6% |
| 30D | +10.3% | -38.5% | +48.8% | +10.7% |
| 3M | +10.2% | -59.5% | +69.7% | +10.9% |
| 6M | +34.4% | -89.2% | +123.5% | +34.8% |
| YTD | +19.6% | -97.1% | +116.7% | +20.8% |
| 1Y | +21.8% | -99.0% | +120.8% | +24.2% |
| All | +18.4% | -99.9% | +118.2% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling