+26,150.7%
CTAS vs D
+2,441.4%
+23,709.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.7% | +2.4% | -1.7% | -0.4% |
| 30D | +11.3% | +10.9% | +0.4% | +6.3% |
| 3M | +11.4% | +2.8% | +8.6% | +9.9% |
| 6M | +35.6% | +12.7% | +22.9% | +28.2% |
| YTD | +20.7% | +20.3% | +0.4% | +10.5% |
| 1Y | +22.8% | +17.1% | +5.7% | +13.6% |
| 3Y | +73.4% | +75.1% | -1.7% | +31.4% |
| 5Y | +117.6% | +13.1% | +104.5% | +98.0% |
| 10Y | +818.4% | +48.3% | +770.2% | +617.7% |
| All | +26,150.7% | +2,441.4% | +23,709.3% | +7,116.8% |
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