+73.6%
CTAS vs D
+73.4%
+0.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +2.0% | -1.4% | +3.3% | +2.4% |
| 30D | +8.7% | +7.7% | +1.0% | +6.2% |
| 3M | +13.3% | -0.3% | +13.6% | +13.3% |
| 6M | +39.4% | +10.1% | +29.3% | +35.3% |
| YTD | +21.5% | +19.1% | +2.4% | +15.1% |
| 1Y | +21.9% | +15.9% | +6.0% | +16.3% |
| 3Y | +73.6% | +75.0% | -1.4% | +50.0% |
| All | +73.6% | +73.4% | +0.3% | +50.0% |
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 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