+488.3%
CTAS vs DBX
+15.6%
+472.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.0% | -3.3% | +5.2% | +2.7% |
| 30D | +8.7% | -5.9% | +14.6% | +10.1% |
| 3M | +13.3% | -6.7% | +20.0% | +14.6% |
| 6M | +39.4% | +28.0% | +11.4% | +30.9% |
| YTD | +21.5% | +20.6% | +0.9% | +14.8% |
| 1Y | +21.9% | +10.3% | +11.6% | +17.4% |
| 3Y | +73.6% | +24.0% | +49.6% | +58.2% |
| 5Y | +116.2% | +24.2% | +92.0% | +92.8% |
| All | +488.3% | +15.6% | +472.7% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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