+818.4%
CTAS vs DG
+119.6%
+698.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | +0.7% | +5.2% | -4.5% | -0.4% |
| 30D | +11.3% | +7.9% | +3.4% | +9.5% |
| 3M | +11.4% | +12.7% | -1.3% | +8.5% |
| 6M | +35.6% | +22.4% | +13.2% | +29.7% |
| YTD | +20.7% | +5.4% | +15.3% | +18.3% |
| 1Y | +22.8% | +39.4% | -16.6% | +13.6% |
| 3Y | +73.4% | +24.1% | +49.3% | +56.6% |
| 5Y | +117.6% | -32.2% | +149.8% | +132.7% |
| 10Y | +818.4% | +111.8% | +706.6% | +645.0% |
| All | +818.4% | +119.6% | +698.9% | +645.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling