+381.8%
DAL vs CTAS
+2,987.4%
-2,605.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.5% |
| 7D | +4.6% | +3.8% | +0.7% | +1.7% |
| 30D | +2.3% | +15.5% | -13.2% | -8.8% |
| 3M | -8.1% | +12.7% | -20.8% | -16.7% |
| 6M | +21.4% | +34.5% | -13.1% | -5.9% |
| YTD | +24.3% | +21.3% | +3.0% | +3.9% |
| 1Y | +47.4% | +23.1% | +24.3% | +21.7% |
| 3Y | +164.6% | +79.3% | +85.3% | +55.3% |
| 5Y | +100.2% | +114.7% | -14.5% | -0.5% |
| 10Y | +124.9% | +867.1% | -742.2% | -71.6% |
| All | +381.8% | +2,987.4% | -2,605.5% | -83.0% |
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 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