+14,034.0%
CTAS vs DECK
+8,125.5%
+5,908.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +1.9% |
| 7D | +7.6% | +10.4% | -2.7% | +6.7% |
| 30D | +17.2% | +11.1% | +6.1% | +16.1% |
| 3M | +12.8% | -10.8% | +23.5% | +13.8% |
| 6M | +38.0% | -8.7% | +46.7% | +38.8% |
| YTD | +22.7% | -14.0% | +36.8% | +23.8% |
| 1Y | +25.6% | +12.0% | +13.6% | +23.8% |
| 3Y | +81.4% | -10.5% | +91.9% | +79.0% |
| 5Y | +117.9% | +28.5% | +89.4% | +106.6% |
| 10Y | +878.3% | +923.3% | -45.0% | +694.6% |
| All | +14,034.0% | +8,125.5% | +5,908.5% | +9,792.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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