+196.4%
DOCN vs CTAS
+78.6%
+117.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.1% | -14.7% | -15.8% |
| 7D | -29.3% | +3.8% | -33.1% | -29.4% |
| 30D | -46.0% | +15.5% | -61.6% | -46.9% |
| 3M | -43.2% | +12.7% | -55.9% | -44.0% |
| 6M | -53.7% | +34.5% | -88.2% | -57.4% |
| YTD | +46.9% | +21.3% | +25.6% | +40.1% |
| 1Y | +54.3% | +23.1% | +31.3% | +45.9% |
| All | +196.4% | +78.6% | +117.8% | +114.9% |
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