+3,290.5%
DELL vs CTAS
+786.7%
+2,503.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +17.1% | +0.5% | +16.6% | +16.9% |
| 30D | -35.1% | +10.2% | -45.3% | -38.3% |
| 3M | -23.3% | +12.1% | -35.4% | -27.9% |
| 6M | +55.8% | +38.3% | +17.5% | +28.5% |
| YTD | +198.0% | +21.9% | +176.1% | +162.2% |
| 1Y | +166.6% | +24.0% | +142.5% | +132.0% |
| 3Y | +427.6% | +75.1% | +352.5% | +273.1% |
| 5Y | +630.6% | +116.9% | +513.7% | +355.9% |
| 10Y | +2,866.3% | +821.3% | +2,045.0% | +897.3% |
| All | +3,290.5% | +786.7% | +2,503.8% | +1,049.8% |
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