+74.0%
CTAS vs DTE
+57.1%
+16.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | +1.6% | -2.3% | -1.4% |
| 30D | +10.7% | +9.1% | +1.6% | +7.0% |
| 3M | +11.0% | +2.4% | +8.6% | +9.9% |
| 6M | +38.7% | -0.2% | +39.0% | +38.7% |
| YTD | +21.8% | +11.0% | +10.7% | +16.1% |
| 1Y | +23.6% | +3.4% | +20.2% | +21.4% |
| All | +74.0% | +57.1% | +16.9% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling