+3,850.3%
CTAS vs BTG
+392.0%
+3,458.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -0.2% | +36.8% | -37.0% | -1.6% |
| 3M | +11.7% | +23.1% | -11.4% | +10.5% |
| 6M | +0.7% | +3.5% | -2.8% | +0.2% |
| YTD | +7.4% | +25.5% | -18.1% | +5.8% |
| 1Y | -2.1% | +40.1% | -42.2% | -4.2% |
| 3Y | +62.9% | +101.1% | -38.2% | +56.0% |
| 5Y | +111.9% | +70.6% | +41.3% | +103.2% |
| 10Y | +652.2% | +152.1% | +500.1% | +603.4% |
| All | +3,850.3% | +392.0% | +3,458.3% | +3,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling