+3,871.8%
CTAS vs DG
+617.0%
+3,254.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +0.5% | -2.5% | +2.9% | +1.0% |
| 30D | +10.2% | +7.7% | +2.6% | +8.5% |
| 3M | +12.1% | +13.1% | -1.0% | +9.2% |
| 6M | +38.3% | +32.0% | +6.2% | +30.6% |
| YTD | +21.9% | +3.3% | +18.6% | +20.1% |
| 1Y | +24.0% | +31.7% | -7.6% | +16.3% |
| 3Y | +75.1% | +21.7% | +53.5% | +60.1% |
| 5Y | +116.9% | -34.7% | +151.7% | +127.5% |
| 10Y | +821.3% | +106.7% | +714.5% | +655.5% |
| All | +3,871.8% | +617.0% | +3,254.7% | +2,250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling