+117.6%
CTAS vs DG
-31.9%
+149.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | +0.7% | +5.2% | -4.5% | 0.0% |
| 30D | +11.3% | +7.9% | +3.4% | +10.1% |
| 3M | +11.4% | +12.7% | -1.3% | +9.5% |
| 6M | +35.6% | +22.4% | +13.2% | +31.8% |
| YTD | +20.7% | +5.4% | +15.3% | +19.0% |
| 1Y | +22.8% | +39.4% | -16.6% | +17.3% |
| 3Y | +73.4% | +24.1% | +49.3% | +62.7% |
| 5Y | +117.6% | -32.2% | +149.8% | +137.0% |
| All | +117.6% | -31.9% | +149.5% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling