+66.4%
DOCN vs CTAS
+188.2%
-121.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.1% | -14.7% | -15.1% |
| 7D | -29.3% | +3.8% | -33.1% | -31.0% |
| 30D | -46.0% | +15.5% | -61.6% | -51.3% |
| 3M | -43.2% | +12.7% | -55.9% | -48.2% |
| 6M | -53.7% | +34.5% | -88.2% | -64.6% |
| YTD | +46.9% | +21.3% | +25.6% | +21.0% |
| 1Y | +54.3% | +23.1% | +31.3% | +25.1% |
| 3Y | +185.5% | +79.3% | +106.2% | +38.0% |
| 5Y | -31.1% | +114.7% | -145.8% | -74.1% |
| All | +66.4% | +188.2% | -121.8% | -45.6% |
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 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