+147.3%
CTAS vs DOCS
-21.0%
+168.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.7% |
| 7D | +1.2% | -0.8% | +1.9% | +1.2% |
| 30D | +12.8% | +17.4% | -4.6% | +11.6% |
| 3M | +10.3% | +57.4% | -47.1% | +6.8% |
| 6M | +32.0% | +26.5% | +5.4% | +29.1% |
| YTD | +19.1% | -26.6% | +45.7% | +20.3% |
| 1Y | +21.5% | -48.1% | +69.5% | +25.2% |
| 3Y | +76.0% | +52.6% | +23.4% | +64.0% |
| 5Y | +110.9% | -52.1% | +163.0% | +102.5% |
| All | +147.3% | -21.0% | +168.3% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling