-11.2%
DASH vs CTAS
+22.6%
-33.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -9.3% | +11.3% | -20.6% | -13.3% |
| 3M | -15.1% | +11.4% | -26.5% | -18.9% |
| 6M | +8.7% | +35.6% | -26.9% | -7.8% |
| YTD | -21.3% | +20.7% | -42.0% | -27.0% |
| All | -11.2% | +22.6% | -33.7% | -17.5% |
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