+3,047.2%
DELL vs CTAS
+783.8%
+2,263.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.8% | -7.0% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | -32.1% | +8.7% | -40.8% | -35.0% |
| 3M | -30.2% | +13.3% | -43.5% | -34.8% |
| 6M | +41.7% | +39.4% | +2.3% | +16.4% |
| YTD | +176.6% | +21.5% | +155.1% | +143.7% |
| 1Y | +159.9% | +21.9% | +138.1% | +128.4% |
| 3Y | +388.0% | +73.6% | +314.3% | +246.6% |
| 5Y | +578.2% | +116.2% | +462.0% | +323.9% |
| 10Y | +2,653.4% | +818.2% | +1,835.2% | +827.2% |
| All | +3,047.2% | +783.8% | +2,263.4% | +969.0% |
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