+23,259.8%
CTAS vs DTE
+3,490.8%
+19,769.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -0.2% | -2.6% | +2.4% | +1.0% |
| 3M | +11.7% | -3.9% | +15.6% | +13.7% |
| 6M | +0.7% | -7.9% | +8.6% | +4.3% |
| YTD | +7.4% | +7.2% | +0.2% | +3.5% |
| 1Y | -2.1% | +3.1% | -5.2% | -4.1% |
| 3Y | +62.9% | +47.6% | +15.4% | +33.5% |
| 5Y | +111.9% | +32.7% | +79.2% | +81.3% |
| 10Y | +652.2% | +138.8% | +513.4% | +391.0% |
| All | +23,259.8% | +3,490.8% | +19,769.0% | +7,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling