+683.1%
CTAS vs DTE
+137.8%
+545.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +2.3% |
| 7D | +0.5% | -2.6% | +3.1% | +2.1% |
| 30D | -0.7% | -4.4% | +3.7% | +1.9% |
| 3M | +11.1% | -8.3% | +19.4% | +16.8% |
| 6M | +2.1% | -8.1% | +10.2% | +6.9% |
| YTD | +8.0% | +4.4% | +3.5% | +4.3% |
| 1Y | -0.5% | +0.2% | -0.6% | -1.6% |
| 3Y | +66.2% | +42.6% | +23.6% | +29.7% |
| 5Y | +109.2% | +31.5% | +77.7% | +69.6% |
| All | +683.1% | +137.8% | +545.3% | +360.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling