+91.0%
DOCN vs CTAS
+23.6%
+67.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.4% |
| 7D | +19.1% | +2.0% | +17.1% | +20.5% |
| 30D | -21.0% | +8.7% | -29.7% | -16.3% |
| 3M | -34.7% | +13.3% | -48.0% | -28.9% |
| 6M | -45.8% | +39.4% | -85.2% | -38.0% |
| YTD | +79.4% | +21.5% | +57.9% | +99.0% |
| 1Y | +91.0% | +21.9% | +69.1% | +111.6% |
| All | +91.0% | +23.6% | +67.4% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling