+144.9%
CTAS vs BTDR
-38.7%
+183.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.8% | +12.9% | +0.2% |
| 7D | +0.5% | +15.4% | -15.0% | +0.4% |
| 30D | +10.2% | -33.4% | +43.7% | +10.6% |
| 3M | +12.1% | -32.0% | +44.1% | +12.3% |
| 6M | +38.3% | -52.2% | +90.5% | +38.8% |
| YTD | +21.9% | -45.3% | +67.2% | +21.7% |
| 1Y | +24.0% | -56.0% | +80.1% | +24.2% |
| 3Y | +75.1% | +54.4% | +20.7% | +69.6% |
| 5Y | +116.9% | -38.5% | +155.5% | +111.4% |
| All | +144.9% | -38.7% | +183.6% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling