+1,635.0%
DIS vs CTAS
+26,135.0%
-24,500.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| YTD | +3.8% | +21.3% | -17.5% | -3.5% |
| 1Y | +6.8% | +23.1% | -16.3% | -1.3% |
| 3Y | +42.1% | +79.3% | -37.2% | +13.6% |
| 5Y | -31.2% | +114.7% | -145.9% | -48.5% |
| 10Y | +37.6% | +867.1% | -829.5% | -38.9% |
| All | +1,635.0% | +26,135.0% | -24,500.0% | +245.2% |
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 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