+54,250.4%
DHR vs CTAS
+23,132.7%
+31,117.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | +12.1% | +15.8% | -3.7% | +6.6% |
| 6M | +5.4% | -1.0% | +6.4% | +5.5% |
| YTD | -10.0% | +7.4% | -17.4% | -12.4% |
| 1Y | +4.1% | -0.1% | +4.2% | +3.7% |
| 3Y | -5.2% | +66.3% | -71.5% | -21.0% |
| 5Y | -28.2% | +111.0% | -139.2% | -44.6% |
| 10Y | +208.4% | +662.9% | -454.5% | +53.2% |
| All | +54,250.4% | +23,132.7% | +31,117.6% | +10,564.0% |
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