+110.9%
CTAS vs DT
-26.3%
+137.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.8% | -3.3% | +1.5% | -1.2% |
| 30D | -0.2% | +2.0% | -2.2% | -0.7% |
| 3M | +11.7% | +20.0% | -8.3% | +7.3% |
| 6M | +0.7% | +39.3% | -38.6% | -6.8% |
| YTD | +7.4% | +19.8% | -12.3% | +2.3% |
| 1Y | -2.1% | +4.3% | -6.4% | -4.1% |
| 3Y | +62.9% | +7.7% | +55.2% | +55.7% |
| All | +110.9% | -26.3% | +137.3% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling