+125.6%
DAL vs CTAS
+820.8%
-695.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | +10.7% | +0.7% | +10.0% | +10.3% |
| 30D | +12.5% | +11.3% | +1.2% | +4.6% |
| 3M | +3.6% | +11.4% | -7.8% | -3.9% |
| 6M | +26.7% | +35.6% | -8.9% | +1.4% |
| YTD | +34.3% | +20.7% | +13.6% | +15.8% |
| 1Y | +59.1% | +22.8% | +36.3% | +35.5% |
| 3Y | +179.9% | +73.4% | +106.4% | +81.0% |
| 5Y | +119.1% | +117.6% | +1.6% | +18.2% |
| 10Y | +125.6% | +818.4% | -692.8% | -47.3% |
| All | +125.6% | +820.8% | -695.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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