+683.8%
CTAS vs DD
+64.9%
+618.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.8% |
| 7D | +1.0% | -3.8% | +4.8% | +2.5% |
| 30D | -1.1% | -9.2% | +8.2% | +2.8% |
| 3M | +11.5% | -9.0% | +20.5% | +15.3% |
| 6M | +0.2% | -5.0% | +5.1% | +0.9% |
| YTD | +7.2% | +7.4% | -0.2% | +1.8% |
| 1Y | 0.0% | +35.1% | -35.1% | -14.5% |
| 3Y | +65.9% | +43.2% | +22.7% | +32.8% |
| 5Y | +109.6% | +59.6% | +49.9% | +54.8% |
| 10Y | +683.8% | +66.5% | +617.2% | +364.7% |
| All | +683.8% | +64.9% | +618.8% | +364.7% |
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