+122.9%
CTAS vs DOCS
-36.0%
+158.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.7% |
| 30D | -0.2% | +21.8% | -22.0% | -1.7% |
| 3M | +11.7% | +27.3% | -15.6% | +9.6% |
| 6M | +0.7% | -0.3% | +1.0% | 0.0% |
| YTD | +7.4% | -40.5% | +47.9% | +9.9% |
| 1Y | -2.1% | -61.5% | +59.4% | +2.9% |
| 3Y | +62.9% | +8.2% | +54.8% | +55.4% |
| 5Y | +111.9% | -73.4% | +185.3% | +105.4% |
| All | +122.9% | -36.0% | +158.9% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling