+818.6%
CTAS vs DRI
+330.2%
+488.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +10.2% | +10.8% | -0.6% | +6.2% |
| 3M | +12.1% | +0.9% | +11.2% | +11.3% |
| 6M | +38.3% | +16.3% | +22.0% | +30.2% |
| YTD | +21.9% | +27.8% | -5.9% | +10.4% |
| 1Y | +24.0% | +33.9% | -9.8% | +10.3% |
| 3Y | +75.1% | +67.2% | +7.9% | +39.0% |
| 5Y | +116.9% | +79.0% | +37.9% | +64.9% |
| All | +818.6% | +330.2% | +488.4% | +385.7% |
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