+420.1%
CTAS vs DBX
+20.1%
+400.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | +11.7% | +28.1% | -16.4% | +5.3% |
| 6M | +0.7% | +33.1% | -32.4% | -6.5% |
| YTD | +7.4% | +25.3% | -17.9% | +1.0% |
| 1Y | -2.1% | +18.3% | -20.5% | -7.1% |
| 3Y | +62.9% | +25.0% | +37.9% | +48.7% |
| 5Y | +111.9% | +7.5% | +104.3% | +95.2% |
| All | +420.1% | +20.1% | +400.0% | +315.4% |
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