+252.3%
DOCN vs CTAS
+80.7%
+171.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.4% | -9.5% | -7.3% |
| 7D | -20.0% | +7.6% | -27.7% | -20.5% |
| 30D | -38.8% | +17.2% | -56.0% | -39.9% |
| 3M | -34.8% | +12.8% | -47.6% | -35.7% |
| 6M | -22.8% | +38.0% | -60.7% | -29.3% |
| YTD | +74.6% | +22.7% | +51.9% | +66.3% |
| 1Y | +116.4% | +25.6% | +90.8% | +103.6% |
| All | +252.3% | +80.7% | +171.6% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling