+1,081.8%
DIA vs CTAS
+4,297.0%
-3,215.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | +0.3% | +12.8% | -12.5% | -4.2% |
| 3M | -4.5% | +10.3% | -14.8% | -8.1% |
| 6M | +3.4% | +32.0% | -28.6% | -7.6% |
| YTD | +7.8% | +19.1% | -11.4% | -0.1% |
| 1Y | +10.7% | +21.5% | -10.7% | +1.9% |
| 3Y | +57.5% | +76.0% | -18.5% | +24.5% |
| 5Y | +53.7% | +110.9% | -57.1% | +12.7% |
| 10Y | +247.2% | +849.8% | -602.6% | +45.1% |
| All | +1,081.8% | +4,297.0% | -3,215.2% | +163.3% |
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