+11,271.1%
CTAS vs DHI
+12,596.5%
-1,325.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -1.1% | -5.3% | +4.2% | 0.0% |
| 3M | +11.5% | -7.8% | +19.3% | +13.2% |
| 6M | +0.2% | -5.4% | +5.5% | +0.9% |
| YTD | +7.2% | -2.7% | +9.9% | +7.0% |
| 1Y | 0.0% | -21.0% | +21.0% | +4.2% |
| 3Y | +65.9% | +22.2% | +43.7% | +53.2% |
| 5Y | +109.6% | +62.2% | +47.4% | +78.9% |
| 10Y | +683.8% | +414.3% | +269.5% | +411.4% |
| All | +11,271.1% | +12,596.5% | -1,325.4% | +3,774.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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