+161.0%
DAL vs CTAS
+74.7%
+86.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.9% |
| 30D | +12.8% | +8.7% | +4.2% | +8.9% |
| 3M | -5.3% | +13.3% | -18.6% | -10.3% |
| 6M | +22.4% | +39.4% | -17.0% | +4.2% |
| YTD | +25.6% | +21.5% | +4.1% | +14.3% |
| 1Y | +45.5% | +21.9% | +23.6% | +32.1% |
| 3Y | +161.0% | +73.6% | +87.3% | +107.1% |
| All | +161.0% | +74.7% | +86.2% | +107.1% |
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