+232.5%
CTAS vs DT
+98.4%
+134.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.2% |
| 3M | +11.5% | +24.1% | -12.6% | +5.3% |
| 6M | +0.2% | +30.1% | -29.9% | -7.3% |
| YTD | +7.2% | +16.8% | -9.6% | +1.3% |
| 1Y | 0.0% | -0.1% | +0.1% | -1.9% |
| 3Y | +65.9% | +6.8% | +59.1% | +56.6% |
| 5Y | +109.6% | -28.4% | +137.9% | +109.6% |
| All | +232.5% | +98.4% | +134.1% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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