+235.9%
DIA vs CTAS
+820.8%
-584.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +1.1% | +11.3% | -10.2% | -3.8% |
| 3M | -2.9% | +11.4% | -14.3% | -7.8% |
| 6M | +5.9% | +35.6% | -29.8% | -8.9% |
| YTD | +9.8% | +20.7% | -10.9% | -0.6% |
| 1Y | +11.7% | +22.8% | -11.1% | +0.2% |
| 3Y | +59.5% | +73.4% | -13.9% | +18.3% |
| 5Y | +57.5% | +117.6% | -60.0% | +2.9% |
| 10Y | +235.9% | +818.4% | -582.5% | +22.9% |
| All | +235.9% | +820.8% | -584.9% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling