+57.5%
DIA vs CTAS
+75.4%
-17.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +0.3% | +12.8% | -12.5% | -3.0% |
| 3M | -4.5% | +10.3% | -14.8% | -7.1% |
| 6M | +3.4% | +32.0% | -28.6% | -5.3% |
| YTD | +7.8% | +19.1% | -11.4% | +1.9% |
| 1Y | +10.7% | +21.5% | -10.7% | +3.9% |
| 3Y | +57.5% | +76.0% | -18.5% | +32.7% |
| All | +57.5% | +75.4% | -17.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling