-30.7%
DOW vs CTAS
+114.8%
-145.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -9.4% | -0.7% | -8.7% | -9.2% |
| 30D | +8.9% | +10.3% | -1.3% | +5.2% |
| 3M | +6.7% | +10.2% | -3.4% | +3.0% |
| 6M | -14.2% | +34.4% | -48.6% | -23.7% |
| YTD | +36.9% | +19.6% | +17.4% | +27.1% |
| 1Y | +45.8% | +21.8% | +24.0% | +34.3% |
| 3Y | -23.9% | +74.1% | -98.0% | -41.3% |
| All | -30.7% | +114.8% | -145.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling