+233.2%
CTAS vs DT
+103.5%
+129.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | -0.2% | +2.0% | -2.2% | -0.9% |
| 3M | +11.7% | +20.0% | -8.3% | +6.3% |
| 6M | +0.7% | +39.3% | -38.6% | -8.4% |
| YTD | +7.4% | +19.8% | -12.3% | +1.0% |
| 1Y | -2.1% | +4.3% | -6.4% | -5.0% |
| 3Y | +62.9% | +7.7% | +55.2% | +53.6% |
| 5Y | +111.9% | -26.8% | +138.7% | +111.0% |
| All | +233.2% | +103.5% | +129.7% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling