+26,381.5%
CTAS vs DTE
+3,619.8%
+22,761.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.5% |
| 30D | +10.7% | +9.1% | +1.6% | +6.3% |
| 3M | +11.0% | +2.4% | +8.6% | +9.6% |
| 6M | +38.7% | -0.2% | +39.0% | +38.5% |
| YTD | +21.8% | +11.0% | +10.7% | +15.3% |
| 1Y | +23.6% | +3.4% | +20.2% | +20.9% |
| 3Y | +74.9% | +57.1% | +17.9% | +39.2% |
| 5Y | +119.5% | +46.6% | +72.9% | +79.1% |
| 10Y | +820.2% | +151.3% | +668.9% | +487.1% |
| All | +26,381.5% | +3,619.8% | +22,761.7% | +7,955.0% |
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