+119.5%
CTAS vs BTI
+154.4%
-34.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | -3.0% | +2.3% | 0.0% |
| 30D | +10.7% | +9.8% | +1.0% | +8.3% |
| 3M | +11.0% | +9.2% | +1.8% | +8.6% |
| 6M | +38.7% | +4.0% | +34.7% | +37.1% |
| YTD | +21.8% | +12.7% | +9.1% | +17.8% |
| 1Y | +23.6% | +15.9% | +7.6% | +18.6% |
| 3Y | +74.9% | +148.9% | -74.0% | +38.0% |
| 5Y | +119.5% | +152.8% | -33.3% | +66.0% |
| All | +119.5% | +154.4% | -34.9% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling