+25.6%
CTAS vs DG
+45.3%
-19.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.5% | -6.2% | +0.6% |
| 7D | +7.6% | +12.3% | -4.6% | +5.0% |
| 30D | +17.2% | +19.3% | -2.1% | +12.9% |
| 3M | +12.8% | +11.9% | +0.9% | +9.8% |
| 6M | +38.0% | +25.0% | +13.0% | +31.4% |
| YTD | +22.7% | +8.7% | +14.0% | +18.1% |
| 1Y | +25.6% | +44.7% | -19.0% | +18.1% |
| All | +25.6% | +45.3% | -19.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling