+25,810.5%
CTAS vs D
+2,450.0%
+23,360.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +1.2% | +3.0% | -1.8% | -0.2% |
| 30D | +12.8% | +11.5% | +1.3% | +7.4% |
| 3M | +10.3% | +3.7% | +6.6% | +8.3% |
| 6M | +32.0% | +13.5% | +18.5% | +24.3% |
| YTD | +19.1% | +20.7% | -1.6% | +9.0% |
| 1Y | +21.5% | +18.2% | +3.2% | +11.9% |
| 3Y | +76.0% | +73.3% | +2.7% | +34.0% |
| 5Y | +110.9% | +12.3% | +98.6% | +92.5% |
| 10Y | +849.8% | +43.4% | +806.4% | +653.0% |
| All | +25,810.5% | +2,450.0% | +23,360.5% | +7,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling