+23.1%
CTAS vs DTE
+4.1%
+19.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | +15.5% | +5.2% | +10.4% | +13.9% |
| 3M | +12.7% | -2.5% | +15.3% | +13.5% |
| 6M | +34.5% | -4.4% | +38.9% | +36.5% |
| YTD | +21.3% | +7.2% | +14.1% | +20.6% |
| 1Y | +23.1% | +4.1% | +19.0% | +22.4% |
| All | +23.1% | +4.1% | +19.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling