+74.1%
CTAS vs DT
-10.1%
+84.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -0.7% | -20.2% | +19.5% | +1.6% |
| 30D | +10.3% | -30.8% | +41.0% | +14.5% |
| 3M | +10.2% | -10.2% | +20.4% | +10.8% |
| 6M | +34.4% | +8.0% | +26.3% | +31.0% |
| YTD | +19.6% | +1.5% | +18.1% | +17.8% |
| 1Y | +21.8% | -6.9% | +28.7% | +22.0% |
| 3Y | +74.1% | -10.9% | +85.0% | +74.1% |
| All | +74.1% | -10.1% | +84.3% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling