+55.4%
CTAS vs BTSG
+493.4%
-438.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +2.0% | +6.0% | -4.1% | +1.6% |
| 30D | +8.7% | +12.4% | -3.7% | +7.8% |
| 3M | +13.3% | +18.2% | -5.0% | +11.9% |
| 6M | +39.4% | +26.0% | +13.4% | +36.0% |
| YTD | +21.5% | +90.1% | -68.7% | +13.3% |
| 1Y | +21.9% | +124.3% | -102.4% | +11.6% |
| All | +55.4% | +493.4% | -438.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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