+23,259.7%
CTAS vs D
+2,347.4%
+20,912.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.8% | +0.4% | -2.3% | -2.0% |
| 30D | -0.2% | -3.6% | +3.4% | +1.3% |
| 3M | +11.7% | -1.0% | +12.7% | +12.2% |
| 6M | +0.7% | +6.3% | -5.6% | -2.3% |
| YTD | +7.4% | +14.7% | -7.3% | +0.6% |
| 1Y | -2.1% | +16.9% | -19.0% | -9.4% |
| 3Y | +62.9% | +56.8% | +6.1% | +29.4% |
| 5Y | +111.9% | +5.2% | +106.7% | +99.1% |
| 10Y | +652.2% | +35.9% | +616.3% | +511.3% |
| All | +23,259.7% | +2,347.4% | +20,912.3% | +6,436.6% |
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