+683.8%
CTAS vs DRI
+348.4%
+335.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +1.0% | -4.8% | +5.8% | +2.8% |
| 30D | -1.1% | -3.9% | +2.9% | +0.2% |
| 3M | +11.5% | +5.1% | +6.4% | +9.2% |
| 6M | +0.2% | +5.5% | -5.3% | -2.3% |
| YTD | +7.2% | +16.5% | -9.3% | +0.6% |
| 1Y | 0.0% | +2.0% | -2.0% | -1.9% |
| 3Y | +65.9% | +54.5% | +11.4% | +35.7% |
| 5Y | +109.6% | +66.6% | +43.0% | +63.4% |
| 10Y | +683.8% | +353.6% | +330.1% | +308.2% |
| All | +683.8% | +348.4% | +335.3% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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