+818.6%
CTAS vs DD
+98.3%
+720.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.5% | +6.7% | -6.3% | -2.2% |
| 30D | +10.2% | +19.4% | -9.2% | +2.2% |
| 3M | +12.1% | +7.6% | +4.5% | +8.2% |
| 6M | +38.3% | +2.9% | +35.4% | +35.2% |
| YTD | +21.9% | +29.9% | -8.0% | +6.8% |
| 1Y | +24.0% | +28.6% | -4.6% | +9.0% |
| 3Y | +75.1% | +90.0% | -14.9% | +24.0% |
| 5Y | +116.9% | +68.1% | +48.8% | +58.9% |
| All | +818.6% | +98.3% | +720.2% | +428.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling