+10,343.3%
CTAS vs DRI
+7,978.2%
+2,365.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +1.2% | +2.8% | -1.7% | +0.3% |
| 30D | +12.8% | +13.3% | -0.5% | +8.5% |
| 3M | +10.3% | +8.2% | +2.1% | +7.3% |
| 6M | +32.0% | +17.5% | +14.4% | +25.0% |
| YTD | +19.1% | +26.9% | -7.8% | +9.8% |
| 1Y | +21.5% | +31.6% | -10.1% | +10.6% |
| 3Y | +76.0% | +67.0% | +9.1% | +45.5% |
| 5Y | +110.9% | +72.9% | +38.0% | +70.4% |
| 10Y | +849.8% | +371.3% | +478.5% | +428.1% |
| All | +10,343.3% | +7,978.2% | +2,365.1% | +2,837.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling