+114.7%
CTAS vs DOC
-22.1%
+136.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +3.8% | +6.2% | -2.4% | +1.9% |
| 30D | +15.5% | +6.5% | +9.1% | +13.3% |
| 3M | +12.7% | -6.2% | +18.9% | +14.8% |
| 6M | +34.5% | +25.6% | +8.9% | +24.4% |
| YTD | +21.3% | +32.1% | -10.8% | +9.8% |
| 1Y | +23.1% | +20.3% | +2.8% | +15.1% |
| 3Y | +79.3% | +42.7% | +36.6% | +53.8% |
| 5Y | +114.7% | -22.2% | +136.9% | +149.7% |
| All | +114.7% | -22.1% | +136.8% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling