+813.9%
CTAS vs DAR
+288.2%
+525.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.7% |
| 7D | -0.7% | -2.8% | +2.0% | -0.1% |
| 30D | +10.3% | -12.8% | +23.1% | +13.7% |
| 3M | +10.2% | -11.6% | +21.8% | +12.7% |
| 6M | +34.4% | -16.8% | +51.1% | +39.0% |
| YTD | +19.6% | +45.9% | -26.4% | +6.7% |
| 1Y | +21.8% | +61.5% | -39.7% | +5.6% |
| 3Y | +74.1% | +23.0% | +51.2% | +54.2% |
| 5Y | +114.0% | -35.8% | +149.9% | +123.6% |
| 10Y | +813.9% | +280.4% | +533.6% | +369.6% |
| All | +813.9% | +288.2% | +525.7% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling