+45.6%
DE vs CTAS
-0.4%
+46.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +9.7% | -3.1% | +12.8% | +10.3% |
| 3M | +21.4% | +10.3% | +11.1% | +19.8% |
| 6M | +15.0% | +1.6% | +13.4% | +16.4% |
| YTD | +46.4% | +6.3% | +40.1% | +46.6% |
| 1Y | +45.6% | -0.5% | +46.1% | +47.2% |
| All | +45.6% | -0.4% | +46.0% | +47.2% |
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