+3,867.2%
CTAS vs DG
+632.1%
+3,235.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.8% | -3.0% | +2.2% | -0.2% |
| 30D | +10.7% | +8.6% | +2.1% | +8.8% |
| 3M | +11.0% | +15.0% | -4.0% | +7.7% |
| 6M | +38.7% | +32.7% | +6.1% | +30.9% |
| YTD | +21.8% | +5.5% | +16.3% | +19.5% |
| 1Y | +23.6% | +34.6% | -11.0% | +15.4% |
| 3Y | +74.9% | +24.2% | +50.7% | +59.3% |
| 5Y | +119.5% | -32.3% | +151.7% | +128.3% |
| 10Y | +820.2% | +111.1% | +709.1% | +651.6% |
| All | +3,867.2% | +632.1% | +3,235.1% | +2,237.9% |
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