+10.0%
DLR vs CTAS
+24.0%
-14.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +0.3% | +0.7% | -0.3% | +0.4% |
| 30D | +1.2% | +11.3% | -10.1% | +0.9% |
| 3M | -4.8% | +11.4% | -16.2% | -5.0% |
| 6M | -6.1% | +35.6% | -41.8% | -7.9% |
| YTD | +19.3% | +20.7% | -1.4% | +16.2% |
| 1Y | +10.0% | +22.8% | -12.9% | +7.4% |
| All | +10.0% | +24.0% | -14.0% | +7.4% |
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