+153.0%
DASH vs CTAS
+63.6%
+89.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -10.6% | -1.8% | -8.7% | -9.8% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +32.3% | +11.7% | +20.6% | +24.6% |
| 6M | +19.1% | +0.7% | +18.4% | +17.8% |
| YTD | -6.5% | +7.4% | -13.9% | -10.3% |
| 1Y | -14.9% | -2.1% | -12.8% | -14.8% |
| All | +153.0% | +63.6% | +89.5% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling