+74.0%
CTAS vs BTI
+146.0%
-72.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | -3.0% | +2.3% | -0.1% |
| 30D | +10.7% | +9.8% | +1.0% | +8.5% |
| 3M | +11.0% | +9.2% | +1.8% | +8.8% |
| 6M | +38.7% | +4.0% | +34.7% | +37.3% |
| YTD | +21.8% | +12.7% | +9.1% | +18.2% |
| 1Y | +23.6% | +15.9% | +7.6% | +19.1% |
| All | +74.0% | +146.0% | -72.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling