+351.3%
DAL vs CTAS
+2,633.6%
-2,282.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +0.1% | -1.8% | +1.9% | +1.5% |
| 30D | -13.9% | -0.2% | -13.7% | -13.9% |
| 3M | +1.1% | +11.7% | -10.6% | -8.7% |
| 6M | +26.2% | +0.7% | +25.5% | +22.8% |
| YTD | +16.4% | +7.4% | +9.0% | +7.4% |
| 1Y | +33.9% | -2.1% | +36.0% | +32.2% |
| 3Y | +93.4% | +62.9% | +30.4% | +22.3% |
| 5Y | +106.4% | +111.9% | -5.5% | +3.0% |
| 10Y | +143.0% | +652.2% | -509.2% | -62.0% |
| All | +351.3% | +2,633.6% | -2,282.4% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling