+128.1%
DAL vs CTAS
+848.9%
-720.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.0% |
| 7D | +10.0% | -0.7% | +10.8% | +10.6% |
| 30D | +12.0% | +10.3% | +1.8% | +4.8% |
| 3M | +0.8% | +10.2% | -9.4% | -5.9% |
| 6M | +26.2% | +34.4% | -8.2% | +1.6% |
| YTD | +33.7% | +19.6% | +14.1% | +16.0% |
| 1Y | +57.6% | +21.8% | +35.8% | +34.9% |
| 3Y | +183.5% | +74.1% | +109.4% | +82.7% |
| 5Y | +114.2% | +114.0% | +0.1% | +16.9% |
| 10Y | +128.1% | +813.9% | -685.8% | -46.7% |
| All | +128.1% | +848.9% | -720.8% | -46.7% |
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