+164.6%
DOCN vs CTAS
+155.1%
+9.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | +1.1% | -1.8% | +3.0% | +2.4% |
| 30D | -9.6% | -0.2% | -9.4% | -9.9% |
| 3M | -37.7% | +11.7% | -49.4% | -44.7% |
| 6M | +115.2% | +0.7% | +114.5% | +106.3% |
| YTD | +133.7% | +7.4% | +126.3% | +110.6% |
| 1Y | +250.2% | -2.1% | +252.3% | +240.5% |
| 3Y | +320.3% | +62.9% | +257.4% | +115.2% |
| 5Y | +53.1% | +111.9% | -58.8% | -40.3% |
| All | +164.6% | +155.1% | +9.5% | -5.3% |
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