+813.9%
CTAS vs DRI
+370.8%
+443.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.2% |
| 7D | -0.7% | +3.1% | -3.8% | -1.8% |
| 30D | +10.3% | +16.2% | -6.0% | +4.5% |
| 3M | +10.2% | +8.4% | +1.8% | +6.6% |
| 6M | +34.4% | +19.0% | +15.4% | +25.5% |
| YTD | +19.6% | +28.8% | -9.3% | +7.9% |
| 1Y | +21.8% | +33.1% | -11.3% | +8.5% |
| 3Y | +74.1% | +70.8% | +3.3% | +37.2% |
| 5Y | +114.0% | +74.2% | +39.8% | +64.4% |
| 10Y | +813.9% | +345.5% | +468.4% | +377.4% |
| All | +813.9% | +370.8% | +443.2% | +377.4% |
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