+39.4%
CTAS vs BTDR
-55.8%
+95.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | -0.8% |
| 7D | +2.0% | -6.9% | +8.9% | +1.7% |
| 30D | +8.7% | -31.5% | +40.2% | +6.8% |
| 3M | +13.3% | -36.1% | +49.4% | +11.9% |
| 6M | +39.4% | -57.6% | +97.0% | +36.2% |
| All | +39.4% | -55.8% | +95.2% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling