+111.4%
DAL vs CTAS
+115.9%
-4.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +2.0% | -3.1% | -2.2% |
| 30D | +12.8% | +8.7% | +4.2% | +7.6% |
| 3M | -5.3% | +13.3% | -18.6% | -11.9% |
| 6M | +22.4% | +39.4% | -17.0% | -0.6% |
| YTD | +25.6% | +21.5% | +4.1% | +10.6% |
| 1Y | +45.5% | +21.9% | +23.6% | +27.8% |
| 3Y | +161.0% | +73.6% | +87.3% | +73.9% |
| All | +111.4% | +115.9% | -4.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling