+144.0%
CTAS vs BTDR
-44.0%
+188.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | -0.3% |
| 7D | +2.0% | -6.9% | +8.9% | +2.0% |
| 30D | +8.7% | -31.5% | +40.2% | +9.0% |
| 3M | +13.3% | -36.1% | +49.4% | +13.6% |
| 6M | +39.4% | -57.6% | +97.0% | +40.0% |
| YTD | +21.5% | -50.0% | +71.5% | +21.4% |
| 1Y | +21.9% | -49.6% | +71.5% | +21.7% |
| 3Y | +73.6% | +48.5% | +25.1% | +68.2% |
| 5Y | +116.2% | -43.8% | +160.0% | +110.8% |
| All | +144.0% | -44.0% | +188.0% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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