+111.0%
CTAS vs DRI
+70.3%
+40.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | +15.8% | +9.5% | +6.3% | +12.7% |
| 6M | -1.0% | +6.5% | -7.5% | -3.1% |
| YTD | +7.4% | +18.4% | -11.0% | +1.8% |
| 1Y | -0.1% | +4.2% | -4.3% | -2.1% |
| 3Y | +66.3% | +57.1% | +9.2% | +40.3% |
| 5Y | +111.0% | +70.4% | +40.6% | +68.1% |
| All | +111.0% | +70.3% | +40.6% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling