+1,628.0%
DIS vs CTAS
+25,665.7%
-24,037.7%
-67.9%
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% | +0.2% |
| 7D | +5.2% | +1.2% | +4.1% | +4.8% |
| 30D | +11.5% | +12.8% | -1.3% | +6.8% |
| 3M | +11.5% | +10.3% | +1.2% | +7.6% |
| 6M | +8.9% | +32.0% | -23.1% | -1.7% |
| YTD | +3.4% | +19.1% | -15.7% | -3.3% |
| 1Y | +7.2% | +21.5% | -14.3% | -0.5% |
| 3Y | +43.3% | +76.0% | -32.7% | +15.4% |
| 5Y | -31.4% | +110.9% | -142.3% | -48.3% |
| 10Y | +37.1% | +849.8% | -812.8% | -38.8% |
| All | +1,628.0% | +25,665.7% | -24,037.7% | +246.0% |
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 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