+21.9%
CTAS vs DAR
+61.9%
-40.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.3% |
| 7D | +2.0% | +11.6% | -9.6% | +2.2% |
| 30D | +8.7% | -10.2% | +18.9% | +8.4% |
| 3M | +13.3% | -14.8% | +28.1% | +12.8% |
| 6M | +39.4% | -10.1% | +49.5% | +38.5% |
| YTD | +21.5% | +55.5% | -34.0% | +14.4% |
| 1Y | +21.9% | +61.7% | -39.8% | +13.9% |
| All | +21.9% | +61.9% | -40.0% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling