+489.6%
CTAS vs DBX
+14.3%
+475.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.4% |
| 7D | -0.8% | -8.1% | +7.4% | +1.0% |
| 30D | +10.7% | -4.9% | +15.6% | +11.9% |
| 3M | +11.0% | -2.7% | +13.7% | +11.1% |
| 6M | +38.7% | +25.2% | +13.6% | +30.9% |
| YTD | +21.8% | +19.3% | +2.5% | +15.4% |
| 1Y | +23.6% | +6.6% | +17.0% | +20.0% |
| 3Y | +74.9% | +24.6% | +50.3% | +59.1% |
| 5Y | +119.5% | +23.5% | +96.0% | +96.0% |
| All | +489.6% | +14.3% | +475.2% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling