+678.3%
DELL vs CTAS
+66.0%
+612.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +8.7% | +1.0% | +7.8% | +8.6% |
| 30D | +16.9% | -1.1% | +18.0% | +17.0% |
| 3M | +40.4% | +11.5% | +28.9% | +35.2% |
| 6M | +267.1% | +0.2% | +266.9% | +269.8% |
| YTD | +329.1% | +7.2% | +321.9% | +320.5% |
| 1Y | +346.9% | 0.0% | +346.9% | +350.9% |
| All | +678.3% | +66.0% | +612.3% | +564.7% |
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