+79.2%
CTAS vs DOC
+43.2%
+36.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +3.8% | +6.2% | -2.4% | +2.4% |
| 30D | +15.5% | +6.5% | +9.1% | +13.9% |
| 3M | +12.7% | -6.2% | +18.9% | +14.2% |
| 6M | +34.5% | +25.6% | +8.9% | +27.5% |
| YTD | +21.3% | +32.1% | -10.8% | +13.2% |
| 1Y | +23.1% | +20.3% | +2.8% | +17.7% |
| All | +79.2% | +43.2% | +36.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling