-0.5%
CTAS vs BTSG
+113.2%
-113.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.6% |
| 7D | +0.5% | -3.3% | +3.8% | +0.5% |
| 30D | -0.7% | -1.6% | +0.9% | -0.7% |
| 3M | +11.1% | -6.9% | +18.0% | +10.7% |
| 6M | +2.1% | +42.1% | -40.0% | -1.3% |
| YTD | +8.0% | +56.8% | -48.9% | +3.2% |
| 1Y | -0.5% | +109.8% | -110.3% | -8.6% |
| All | -0.5% | +113.2% | -113.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling