+74.0%
CTAS vs D
+74.4%
-0.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | -2.4% | +1.7% | 0.0% |
| 30D | +10.7% | +9.0% | +1.8% | +7.8% |
| 3M | +11.0% | +1.0% | +10.0% | +10.6% |
| 6M | +38.7% | +11.0% | +27.8% | +34.3% |
| YTD | +21.8% | +19.8% | +2.0% | +15.1% |
| 1Y | +23.6% | +16.0% | +7.6% | +17.8% |
| All | +74.0% | +74.4% | -0.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling