-9.4%
DASH vs CTAS
+113.7%
-123.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.1% | -8.3% | -8.5% |
| 7D | +0.5% | +3.8% | -3.3% | -2.0% |
| 30D | -7.1% | +15.5% | -22.6% | -16.8% |
| 3M | -13.2% | +12.7% | -25.9% | -21.0% |
| 6M | +8.3% | +34.5% | -26.2% | -15.2% |
| YTD | -20.6% | +21.3% | -41.9% | -32.6% |
| 1Y | -24.4% | +23.1% | -47.5% | -36.8% |
| 3Y | +94.5% | +79.3% | +15.2% | -0.6% |
| 5Y | -9.4% | +114.7% | -124.1% | -67.4% |
| All | -9.4% | +113.7% | -123.1% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling