+40.9%
DUK vs CTAS
+107.2%
-66.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.3% |
| 3M | -3.0% | +11.1% | -14.1% | -6.0% |
| 6M | -6.6% | +2.1% | -8.7% | -7.4% |
| YTD | +4.6% | +8.0% | -3.4% | +1.9% |
| 1Y | +1.2% | -0.5% | +1.7% | +0.9% |
| 3Y | +45.7% | +66.2% | -20.5% | +19.3% |
| All | +40.9% | +107.2% | -66.3% | +4.6% |
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 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