+815.5%
CTAS vs BTI
+131.8%
+683.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +2.0% | +1.6% | +0.3% | +1.4% |
| 30D | +8.7% | +9.2% | -0.5% | +5.5% |
| 3M | +13.3% | +9.6% | +3.6% | +9.7% |
| 6M | +39.4% | -2.4% | +41.8% | +40.1% |
| YTD | +21.5% | +14.2% | +7.3% | +15.1% |
| 1Y | +21.9% | +20.3% | +1.6% | +13.3% |
| 3Y | +73.6% | +147.4% | -73.8% | +22.9% |
| 5Y | +116.2% | +155.4% | -39.2% | +47.9% |
| All | +815.5% | +131.8% | +683.7% | +497.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling