+5,278.9%
CTAS vs DGX
+8,794.8%
-3,515.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.7% |
| 30D | -1.1% | -0.9% | -0.1% | -0.8% |
| 3M | +11.5% | +15.6% | -4.1% | +6.6% |
| 6M | +0.2% | +17.8% | -17.6% | -4.9% |
| YTD | +7.2% | +37.5% | -30.3% | -3.2% |
| 1Y | 0.0% | +31.2% | -31.2% | -8.5% |
| 3Y | +65.9% | +96.6% | -30.7% | +32.8% |
| 5Y | +109.6% | +64.9% | +44.6% | +75.7% |
| 10Y | +683.8% | +254.6% | +429.2% | +416.4% |
| All | +5,278.9% | +8,794.8% | -3,515.8% | +1,445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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