+422.8%
CTAS vs DBX
+22.6%
+400.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.2% |
| 7D | +0.5% | +2.1% | -1.6% | 0.0% |
| 30D | -0.7% | +5.7% | -6.5% | -2.1% |
| 3M | +11.1% | +31.8% | -20.7% | +4.0% |
| 6M | +2.1% | +37.5% | -35.3% | -5.9% |
| YTD | +8.0% | +27.9% | -20.0% | +1.0% |
| 1Y | -0.5% | +15.0% | -15.5% | -4.9% |
| 3Y | +66.2% | +27.2% | +39.0% | +51.1% |
| 5Y | +109.2% | +12.8% | +96.4% | +90.7% |
| All | +422.8% | +22.6% | +400.1% | +315.5% |
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