+17.6%
DIS vs CTAS
+36.4%
-18.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.0% |
| 7D | +5.7% | +3.8% | +1.9% | +4.3% |
| 30D | +12.7% | +15.5% | -2.9% | +7.0% |
| 3M | +15.2% | +12.7% | +2.5% | +10.3% |
| 6M | +17.6% | +34.5% | -16.9% | +7.2% |
| All | +17.6% | +36.4% | -18.8% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling