+98.5%
DAL vs CTAS
+63.6%
+34.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | -1.8% | +1.9% | +0.9% |
| 30D | -13.9% | -0.2% | -13.7% | -13.9% |
| 3M | +1.1% | +11.7% | -10.6% | -4.6% |
| 6M | +26.2% | +0.7% | +25.5% | +25.3% |
| YTD | +16.4% | +7.4% | +9.0% | +11.6% |
| 1Y | +33.9% | -2.1% | +36.0% | +34.6% |
| All | +98.5% | +63.6% | +34.9% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling