+106.0%
CTAS vs BTDR
+16.5%
+89.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | -1.3% | -3.2% | +1.9% | -1.3% |
| 30D | -3.1% | +32.7% | -35.8% | -3.4% |
| 3M | +10.3% | -28.4% | +38.7% | +10.7% |
| 6M | +1.6% | +51.7% | -50.1% | +0.5% |
| YTD | +6.3% | +2.9% | +3.5% | +5.6% |
| 1Y | -0.5% | -15.5% | +15.0% | -1.2% |
| 3Y | +64.6% | 0.0% | +64.6% | +59.0% |
| 5Y | +106.0% | +16.5% | +89.6% | +96.3% |
| All | +106.0% | +16.5% | +89.5% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling