0.0%
CTAS vs DG
+17.9%
-17.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +1.0% | -4.8% | +5.8% | +1.9% |
| 30D | -1.1% | +1.8% | -2.8% | -1.5% |
| 3M | +11.5% | +14.5% | -3.0% | +9.0% |
| 6M | +0.2% | -13.6% | +13.7% | +0.6% |
| YTD | +7.2% | -4.8% | +12.0% | +6.3% |
| 1Y | 0.0% | +21.6% | -21.6% | -2.8% |
| All | 0.0% | +17.9% | -17.9% | -2.8% |
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