+11.8%
DIA vs CTAS
+23.3%
-11.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.1% | +1.7% | +0.4% | +1.9% |
| 30D | +1.5% | +8.4% | -7.0% | +0.4% |
| 3M | -2.4% | +13.0% | -15.4% | -4.0% |
| 6M | +6.0% | +39.1% | -33.1% | -0.6% |
| YTD | +10.1% | +21.2% | -11.1% | +6.3% |
| 1Y | +11.8% | +21.6% | -9.8% | +7.7% |
| All | +11.8% | +23.3% | -11.5% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling