+25.6%
CTAS vs DD
+49.3%
-23.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.5% |
| 7D | +7.6% | +8.7% | -1.1% | +6.8% |
| 30D | +17.2% | +15.3% | +1.9% | +15.7% |
| 3M | +12.8% | +5.9% | +6.8% | +12.1% |
| 6M | +38.0% | +11.6% | +26.4% | +35.2% |
| YTD | +22.7% | +26.5% | -3.8% | +15.9% |
| 1Y | +25.6% | +35.4% | -9.8% | +16.5% |
| All | +25.6% | +49.3% | -23.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling