+23,259.8%
CTAS vs DD
+961.9%
+22,297.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -1.8% | -3.5% | +1.7% | -0.6% |
| 30D | -0.2% | -10.3% | +10.1% | +3.6% |
| 3M | +11.7% | -7.5% | +19.2% | +14.3% |
| 6M | +0.7% | -8.0% | +8.7% | +2.6% |
| YTD | +7.4% | +10.5% | -3.1% | +2.2% |
| 1Y | -2.1% | +38.3% | -40.4% | -14.4% |
| 3Y | +62.9% | +42.5% | +20.5% | +37.1% |
| 5Y | +111.9% | +60.2% | +51.7% | +68.3% |
| 10Y | +652.2% | +68.9% | +583.3% | +457.8% |
| All | +23,259.8% | +961.9% | +22,297.9% | +8,542.1% |
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