+2,563.5%
DUK vs CTAS
+23,132.7%
-20,569.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.7% | 0.0% | +0.8% | +0.7% |
| 30D | -2.0% | -1.0% | -1.0% | -1.8% |
| 3M | +0.2% | +15.8% | -15.6% | -3.0% |
| 6M | -6.9% | -1.0% | -5.9% | -7.0% |
| YTD | +6.1% | +7.4% | -1.3% | +4.2% |
| 1Y | +4.4% | -0.1% | +4.6% | +4.0% |
| 3Y | +49.1% | +66.3% | -17.2% | +32.1% |
| 5Y | +39.6% | +111.0% | -71.4% | +16.8% |
| 10Y | +125.1% | +662.9% | -537.8% | +43.5% |
| All | +2,563.5% | +23,132.7% | -20,569.2% | +885.0% |
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