+110.9%
CTAS vs DAR
-11.1%
+122.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -0.2% | +12.8% | -13.0% | -2.0% |
| 3M | +11.7% | +7.4% | +4.3% | +10.3% |
| 6M | +0.7% | +22.3% | -21.6% | -2.6% |
| YTD | +7.4% | +81.1% | -73.7% | -2.0% |
| 1Y | -2.1% | +106.5% | -108.6% | -12.7% |
| 3Y | +62.9% | +5.3% | +57.6% | +60.9% |
| All | +110.9% | -11.1% | +122.1% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling