+53.1%
DLR vs CTAS
+73.0%
-19.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +0.7% | +10.3% | -9.5% | -1.8% |
| 3M | -6.4% | +10.2% | -16.6% | -8.9% |
| 6M | -6.5% | +34.4% | -40.9% | -14.7% |
| YTD | +18.8% | +19.6% | -0.8% | +12.2% |
| 1Y | +9.0% | +21.8% | -12.7% | +2.2% |
| All | +53.1% | +73.0% | -19.9% | +14.8% |
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