+37.1%
CTAS vs BTSG
+416.6%
-379.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | -1.1% | +0.9% | -1.9% | -1.2% |
| 3M | +11.5% | +1.6% | +9.9% | +10.8% |
| 6M | +0.2% | +46.8% | -46.6% | -4.3% |
| YTD | +7.2% | +65.5% | -58.4% | +0.9% |
| 1Y | 0.0% | +136.2% | -136.3% | -9.6% |
| All | +37.1% | +416.6% | -379.5% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling