+54,893.9%
DHR vs CTAS
+23,129.2%
+31,764.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | +4.0% | -0.2% | +4.2% | +4.1% |
| 3M | +11.5% | +11.7% | -0.2% | +7.3% |
| 6M | +1.9% | +0.7% | +1.2% | +1.3% |
| YTD | -8.9% | +7.4% | -16.3% | -11.3% |
| 1Y | +5.1% | -2.1% | +7.2% | +5.4% |
| 3Y | -10.3% | +62.9% | -73.2% | -24.8% |
| 5Y | -27.8% | +111.9% | -139.7% | -44.3% |
| 10Y | +203.6% | +652.2% | -448.6% | +51.4% |
| All | +54,893.9% | +23,129.2% | +31,764.6% | +10,690.9% |
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