+13.0%
DLR vs CTAS
+25.6%
-12.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.6% |
| 7D | +2.8% | +7.6% | -4.8% | +2.9% |
| 30D | +2.8% | +17.2% | -14.4% | +2.5% |
| 3M | -4.0% | +12.8% | -16.7% | -4.2% |
| 6M | -5.6% | +38.0% | -43.6% | -7.3% |
| YTD | +21.9% | +22.7% | -0.8% | +18.9% |
| 1Y | +13.0% | +25.6% | -12.6% | +10.9% |
| All | +13.0% | +25.6% | -12.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling