+23,259.8%
CTAS vs D
+2,347.4%
+20,912.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.8% | +1.5% | -3.3% | -2.4% |
| 30D | -0.2% | -2.6% | +2.4% | +0.9% |
| 3M | +11.7% | 0.0% | +11.7% | +11.7% |
| 6M | +0.7% | +7.4% | -6.6% | -2.7% |
| YTD | +7.4% | +15.9% | -8.5% | +0.2% |
| 1Y | -2.1% | +18.1% | -20.2% | -9.8% |
| 3Y | +62.9% | +58.4% | +4.6% | +28.8% |
| 5Y | +111.9% | +5.2% | +106.7% | +99.2% |
| 10Y | +652.2% | +35.9% | +616.3% | +511.4% |
| All | +23,259.8% | +2,347.4% | +20,912.4% | +6,438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling