-12.2%
DASH vs CTAS
+23.8%
-36.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | -10.6% | +10.2% | -20.9% | -14.3% |
| 3M | -18.8% | +12.1% | -30.9% | -22.7% |
| 6M | +11.2% | +38.3% | -27.1% | -6.5% |
| YTD | -23.8% | +21.9% | -45.7% | -29.6% |
| 1Y | -12.2% | +24.0% | -36.2% | -18.7% |
| All | -12.2% | +23.8% | -36.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling