+11,272.6%
CTAS vs DAR
+1,334.0%
+9,938.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +1.2% | -9.9% | +11.1% | +1.8% |
| 30D | +12.8% | -16.4% | +29.1% | +14.0% |
| 3M | +10.3% | -17.1% | +27.3% | +11.4% |
| 6M | +32.0% | -20.5% | +52.5% | +33.6% |
| YTD | +19.1% | +39.4% | -20.3% | +16.3% |
| 1Y | +21.5% | +57.2% | -35.8% | +17.7% |
| 3Y | +76.0% | +13.9% | +62.2% | +72.2% |
| 5Y | +110.9% | -40.8% | +151.7% | +113.2% |
| 10Y | +849.8% | +276.2% | +573.6% | +766.0% |
| All | +11,272.6% | +1,334.0% | +9,938.6% | +10,239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling