+60.0%
DLR vs CTAS
+65.1%
-5.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -2.2% | -1.0% | -1.2% | -2.0% |
| 3M | +4.7% | +15.8% | -11.0% | -0.5% |
| 6M | +9.0% | -1.0% | +10.0% | +9.1% |
| YTD | +24.1% | +7.4% | +16.7% | +20.4% |
| 1Y | +20.9% | -0.1% | +21.1% | +20.5% |
| 3Y | +60.0% | +66.3% | -6.3% | +17.6% |
| All | +60.0% | +65.1% | -5.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling