+3,595.7%
DLR vs CTAS
+2,364.3%
+1,231.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.6% | -1.8% | +3.4% | +2.5% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | +0.5% | +11.7% | -11.2% | -5.8% |
| 6M | +4.6% | +0.7% | +3.8% | +2.8% |
| YTD | +23.4% | +7.4% | +16.0% | +17.2% |
| 1Y | +19.0% | -2.1% | +21.1% | +18.1% |
| 3Y | +56.5% | +62.9% | -6.4% | +16.8% |
| 5Y | +33.3% | +111.9% | -78.6% | -13.9% |
| 10Y | +165.1% | +652.2% | -487.0% | -25.2% |
| All | +3,595.7% | +2,364.3% | +1,231.4% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling