+38.5%
DLR vs CTAS
+114.8%
-76.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | +0.7% | +10.3% | -9.5% | -3.6% |
| 3M | -6.4% | +10.2% | -16.6% | -10.6% |
| 6M | -6.5% | +34.4% | -40.9% | -19.3% |
| YTD | +18.8% | +19.6% | -0.8% | +8.0% |
| 1Y | +9.0% | +21.8% | -12.7% | -1.9% |
| 3Y | +54.5% | +74.1% | -19.6% | +6.7% |
| All | +38.5% | +114.8% | -76.2% | -19.2% |
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