+31.0%
DIS vs CTAS
+817.6%
-786.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +8.9% | +10.2% | -1.4% | +3.8% |
| 3M | +14.5% | +12.1% | +2.5% | +8.2% |
| 6M | +12.2% | +38.3% | -26.1% | -4.8% |
| YTD | +4.7% | +21.9% | -17.2% | -5.7% |
| 1Y | +2.8% | +24.0% | -21.2% | -8.3% |
| 3Y | +38.1% | +75.1% | -37.0% | +1.2% |
| 5Y | -23.6% | +116.9% | -140.5% | -50.4% |
| All | +31.0% | +817.6% | -786.6% | -49.0% |
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 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