+70.5%
DOCN vs CTAS
+183.0%
-112.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.6% |
| 7D | -19.2% | +1.2% | -20.3% | -19.8% |
| 30D | -43.1% | +12.8% | -55.8% | -47.8% |
| 3M | -40.7% | +10.3% | -51.0% | -45.2% |
| 6M | -55.0% | +32.0% | -87.0% | -65.2% |
| YTD | +50.6% | +19.1% | +31.5% | +25.4% |
| 1Y | +54.0% | +21.5% | +32.5% | +25.5% |
| 3Y | +203.9% | +76.0% | +127.9% | +48.5% |
| 5Y | -29.4% | +110.9% | -140.2% | -73.2% |
| All | +70.5% | +183.0% | -112.5% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling