+812.2%
CTAS vs D
+48.1%
+764.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.7% | +2.4% | -1.7% | -0.3% |
| 30D | +11.3% | +10.9% | +0.4% | +6.5% |
| 3M | +11.4% | +2.8% | +8.6% | +10.0% |
| 6M | +35.6% | +12.7% | +22.9% | +28.6% |
| YTD | +20.7% | +20.3% | +0.4% | +11.1% |
| 1Y | +22.8% | +17.1% | +5.7% | +14.1% |
| 3Y | +73.4% | +75.1% | -1.7% | +32.5% |
| 5Y | +117.6% | +13.1% | +104.5% | +101.5% |
| All | +812.2% | +48.1% | +764.1% | +698.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling