+7.4%
DASH vs CTAS
+113.1%
-105.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | -10.6% | -1.8% | -8.7% | -9.3% |
| 30D | +2.2% | -0.2% | +2.4% | +2.3% |
| 3M | +32.3% | +11.7% | +20.6% | +19.8% |
| 6M | +19.1% | +0.7% | +18.4% | +17.3% |
| YTD | -6.5% | +7.4% | -13.9% | -12.8% |
| 1Y | -14.9% | -2.1% | -12.8% | -14.7% |
| 3Y | +151.9% | +62.9% | +89.0% | +37.9% |
| All | +7.4% | +113.1% | -105.7% | -59.9% |
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