+818.4%
CTAS vs DAR
+269.9%
+548.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.4% |
| 7D | +0.7% | -3.8% | +4.5% | +1.6% |
| 30D | +11.3% | -14.4% | +25.7% | +15.3% |
| 3M | +11.4% | -17.9% | +29.3% | +16.1% |
| 6M | +35.6% | -18.3% | +53.9% | +40.9% |
| YTD | +20.7% | +43.2% | -22.6% | +8.2% |
| 1Y | +22.8% | +57.7% | -34.9% | +7.1% |
| 3Y | +73.4% | +22.7% | +50.7% | +53.4% |
| 5Y | +117.6% | -34.0% | +151.6% | +124.5% |
| 10Y | +818.4% | +279.5% | +539.0% | +372.8% |
| All | +818.4% | +269.9% | +548.5% | +372.8% |
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