+9,315.2%
CTAS vs DRI
+7,577.6%
+1,737.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -0.2% | +3.8% | -4.0% | -1.5% |
| 3M | +11.7% | +13.0% | -1.3% | +7.4% |
| 6M | +0.7% | +8.3% | -7.6% | -2.1% |
| YTD | +7.4% | +20.6% | -13.2% | +0.7% |
| 1Y | -2.1% | +6.5% | -8.6% | -4.9% |
| 3Y | +62.9% | +53.7% | +9.2% | +38.4% |
| 5Y | +111.9% | +72.7% | +39.2% | +71.3% |
| 10Y | +652.2% | +363.2% | +289.0% | +321.5% |
| All | +9,315.2% | +7,577.6% | +1,737.5% | +2,596.0% |
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