+23,259.8%
CTAS vs BTI
+6,053.4%
+17,206.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -0.2% | -6.6% | +6.4% | +1.4% |
| 3M | +11.7% | -3.0% | +14.7% | +12.4% |
| 6M | +0.7% | -6.7% | +7.4% | +2.0% |
| YTD | +7.4% | +0.6% | +6.8% | +6.7% |
| 1Y | -2.1% | +5.6% | -7.7% | -4.0% |
| 3Y | +62.9% | +110.3% | -47.4% | +34.1% |
| 5Y | +111.9% | +114.3% | -2.4% | +72.2% |
| 10Y | +652.2% | +67.7% | +584.5% | +531.7% |
| All | +23,259.8% | +6,053.4% | +17,206.4% | +9,893.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling