+425.7%
DELL vs CTAS
+75.3%
+350.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +17.1% | +0.5% | +16.6% | +17.1% |
| 30D | -35.1% | +10.2% | -45.3% | -35.7% |
| 3M | -23.3% | +12.1% | -35.4% | -24.2% |
| 6M | +55.8% | +38.3% | +17.5% | +42.9% |
| YTD | +198.0% | +21.9% | +176.1% | +188.8% |
| 1Y | +166.6% | +24.0% | +142.5% | +156.1% |
| All | +425.7% | +75.3% | +350.4% | +368.1% |
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