-0.5%
CTAS vs BTG
+25.2%
-25.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +0.5% | -3.8% | +4.3% | +0.6% |
| 30D | -0.7% | +3.6% | -4.4% | -0.8% |
| 3M | +11.1% | +32.0% | -20.9% | +10.9% |
| 6M | +2.1% | +3.4% | -1.2% | +1.8% |
| YTD | +8.0% | +20.8% | -12.8% | +7.3% |
| 1Y | -0.5% | +22.4% | -22.9% | -5.9% |
| All | -0.5% | +25.2% | -25.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling