+26,150.7%
CTAS vs DD
+1,166.0%
+24,984.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +0.7% | +2.2% | -1.5% | -0.2% |
| 30D | +11.3% | +20.7% | -9.4% | +3.9% |
| 3M | +11.4% | +11.3% | +0.1% | +6.8% |
| 6M | +35.6% | +6.0% | +29.7% | +31.6% |
| YTD | +20.7% | +31.7% | -11.0% | +7.6% |
| 1Y | +22.8% | +32.2% | -9.4% | +9.2% |
| 3Y | +73.4% | +92.7% | -19.3% | +30.9% |
| 5Y | +117.6% | +72.1% | +45.5% | +68.5% |
| 10Y | +818.4% | +99.7% | +718.8% | +539.9% |
| All | +26,150.7% | +1,166.0% | +24,984.8% | +8,999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling