+3,399.6%
CTAS vs DG
+606.1%
+2,793.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.8% | +8.4% | -10.2% | -3.4% |
| 30D | -0.2% | +4.9% | -5.1% | -1.2% |
| 3M | +11.7% | +29.3% | -17.7% | +6.2% |
| 6M | +0.7% | -11.3% | +12.0% | +2.5% |
| YTD | +7.4% | +1.8% | +5.7% | +6.4% |
| 1Y | -2.1% | +25.3% | -27.4% | -7.3% |
| 3Y | +62.9% | +9.1% | +53.9% | +52.8% |
| 5Y | +111.9% | -34.9% | +146.8% | +122.6% |
| 10Y | +652.2% | +108.2% | +544.0% | +517.2% |
| All | +3,399.6% | +606.1% | +2,793.5% | +1,980.9% |
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