+14,219.4%
DE vs CTAS
+26,175.4%
-11,956.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.4% |
| 30D | +3.6% | +8.7% | -5.1% | +0.4% |
| 3M | +10.2% | +13.3% | -3.0% | +5.1% |
| 6M | +16.6% | +39.4% | -22.8% | +2.6% |
| YTD | +45.8% | +21.5% | +24.3% | +34.7% |
| 1Y | +43.9% | +21.9% | +22.0% | +32.7% |
| 3Y | +89.6% | +73.6% | +16.0% | +51.8% |
| 5Y | +100.3% | +116.2% | -15.9% | +47.1% |
| 10Y | +760.8% | +818.2% | -57.4% | +280.4% |
| All | +14,219.4% | +26,175.4% | -11,956.0% | +2,949.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling