+36.3%
DIS vs CTAS
+820.8%
-784.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.4% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | +10.3% | +11.3% | -1.0% | +4.6% |
| 3M | +15.5% | +11.4% | +4.1% | +9.4% |
| 6M | +11.2% | +35.6% | -24.4% | -4.8% |
| YTD | +5.6% | +20.7% | -15.1% | -4.4% |
| 1Y | +7.7% | +22.8% | -15.1% | -3.4% |
| 3Y | +39.3% | +73.4% | -34.1% | +2.5% |
| 5Y | -29.5% | +117.6% | -147.1% | -54.3% |
| 10Y | +36.3% | +818.4% | -782.2% | -46.4% |
| All | +36.3% | +820.8% | -784.6% | -46.4% |
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