-8.5%
DASH vs CTAS
+21.0%
-29.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.7% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -6.0% | +12.8% | -18.8% | -10.7% |
| 3M | -15.8% | +10.3% | -26.0% | -19.2% |
| 6M | +7.0% | +32.0% | -25.0% | -8.0% |
| YTD | -20.7% | +19.1% | -39.8% | -25.9% |
| 1Y | -8.5% | +21.5% | -30.0% | -14.2% |
| All | -8.5% | +21.0% | -29.5% | -14.2% |
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