+189.5%
DLR vs CTAS
+832.5%
-642.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | +0.5% | +10.7% | -10.2% | -3.3% |
| 3M | -4.4% | +11.0% | -15.4% | -8.3% |
| 6M | -6.4% | +38.7% | -45.2% | -18.2% |
| YTD | +19.5% | +21.8% | -2.3% | +9.5% |
| 1Y | +10.5% | +23.6% | -13.0% | +0.7% |
| 3Y | +54.0% | +74.9% | -20.9% | +20.2% |
| 5Y | +39.7% | +119.5% | -79.8% | -0.8% |
| 10Y | +189.5% | +820.2% | -630.7% | +29.9% |
| All | +189.5% | +832.5% | -642.9% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling