+122.8%
DAL vs CTAS
+840.0%
-717.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.3% |
| 7D | +8.8% | +1.2% | +7.6% | +8.1% |
| 30D | +5.4% | +12.8% | -7.4% | -2.9% |
| 3M | -4.9% | +10.3% | -15.2% | -11.3% |
| 6M | +19.8% | +32.0% | -12.1% | -2.4% |
| YTD | +27.0% | +19.1% | +7.9% | +10.5% |
| 1Y | +52.5% | +21.5% | +31.0% | +30.7% |
| 3Y | +173.8% | +76.0% | +97.8% | +75.1% |
| 5Y | +104.5% | +110.9% | -6.3% | +12.7% |
| All | +122.8% | +840.0% | -717.1% | -47.7% |
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