+1,458.7%
DIS vs CTAS
+23,129.2%
-21,670.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.0% |
| 30D | +3.5% | -0.2% | +3.7% | +3.6% |
| 3M | +6.8% | +11.7% | -4.9% | +2.5% |
| 6M | +3.0% | +0.7% | +2.3% | +2.3% |
| YTD | -6.7% | +7.4% | -14.1% | -9.4% |
| 1Y | -10.1% | -2.1% | -8.0% | -9.9% |
| 3Y | +33.0% | +62.9% | -29.9% | +10.1% |
| 5Y | -40.0% | +111.9% | -151.9% | -54.8% |
| 10Y | +21.1% | +652.2% | -631.1% | -41.5% |
| All | +1,458.7% | +23,129.2% | -21,670.5% | +224.0% |
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