+66.3%
CTAS vs DD
+47.1%
+19.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -1.0% | -7.4% | +6.4% | +0.5% |
| 3M | +15.8% | -6.4% | +22.2% | +17.0% |
| 6M | -1.0% | -2.5% | +1.5% | -1.3% |
| YTD | +7.4% | +10.2% | -2.8% | +3.8% |
| 1Y | -0.1% | +36.9% | -37.1% | -8.6% |
| 3Y | +66.3% | +47.0% | +19.3% | +47.6% |
| All | +66.3% | +47.1% | +19.2% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling