+26,323.0%
CTAS vs DTE
+3,620.6%
+22,702.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.0% | +3.4% | -1.5% | +0.4% |
| 30D | +8.7% | +8.9% | -0.2% | +4.4% |
| 3M | +13.3% | +1.1% | +12.2% | +12.6% |
| 6M | +39.4% | +0.1% | +39.3% | +38.9% |
| YTD | +21.5% | +11.1% | +10.4% | +15.0% |
| 1Y | +21.9% | +4.9% | +16.9% | +18.4% |
| 3Y | +73.6% | +58.6% | +15.1% | +37.6% |
| 5Y | +116.2% | +47.3% | +68.9% | +76.1% |
| 10Y | +818.2% | +151.3% | +666.8% | +485.7% |
| All | +26,323.0% | +3,620.6% | +22,702.4% | +7,936.3% |
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