+115.8%
CTAS vs BTDR
+23.8%
+92.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.3% |
| 7D | -1.8% | +20.0% | -21.8% | -2.0% |
| 30D | -0.2% | +11.9% | -12.1% | -0.4% |
| 3M | +11.7% | -36.9% | +48.6% | +12.3% |
| 6M | +0.7% | +56.5% | -55.8% | -0.4% |
| YTD | +7.4% | +10.4% | -3.0% | +6.6% |
| 1Y | -2.1% | +3.1% | -5.2% | -3.2% |
| 3Y | +62.9% | -2.6% | +65.5% | +57.4% |
| 5Y | +111.9% | +25.2% | +86.7% | +105.5% |
| All | +115.8% | +23.8% | +92.0% | +108.6% |
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