+34.5%
DLR vs CTAS
+114.7%
-80.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +2.4% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | +0.5% | +11.7% | -11.2% | -5.2% |
| 6M | +4.6% | +0.7% | +3.8% | +3.4% |
| YTD | +23.4% | +7.4% | +16.0% | +17.9% |
| 1Y | +19.0% | -2.1% | +21.1% | +19.0% |
| 3Y | +56.5% | +62.9% | -6.4% | +11.4% |
| All | +34.5% | +114.7% | -80.2% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling