+4,681.2%
DELL vs CTAS
+681.3%
+3,999.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +14.9% | -1.8% | +16.7% | +15.8% |
| 30D | +13.3% | -0.2% | +13.5% | +13.1% |
| 3M | +24.4% | +11.7% | +12.7% | +15.0% |
| 6M | +258.0% | +0.7% | +257.3% | +247.8% |
| YTD | +320.2% | +7.4% | +312.8% | +295.0% |
| 1Y | +319.1% | -2.1% | +321.2% | +312.8% |
| 3Y | +706.5% | +62.9% | +643.6% | +490.1% |
| 5Y | +1,071.9% | +111.9% | +960.0% | +640.2% |
| 10Y | +4,683.5% | +652.2% | +4,031.3% | +1,642.0% |
| All | +4,681.2% | +681.3% | +3,999.9% | +1,632.2% |
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 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