+2,272.8%
CTAS vs DKS
+6,292.4%
-4,019.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.8% | +3.0% | -4.8% | -2.5% |
| 30D | -0.2% | -30.5% | +30.3% | +6.8% |
| 3M | +11.7% | -35.7% | +47.4% | +21.6% |
| 6M | +0.7% | -29.7% | +30.4% | +6.8% |
| YTD | +7.4% | -28.9% | +36.3% | +13.3% |
| 1Y | -2.1% | -35.9% | +33.8% | +5.3% |
| 3Y | +62.9% | +28.2% | +34.8% | +41.8% |
| 5Y | +111.9% | +11.8% | +100.1% | +80.8% |
| 10Y | +652.2% | +211.6% | +440.6% | +335.6% |
| All | +2,272.8% | +6,292.4% | -4,019.6% | +669.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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