+818.4%
CTAS vs FDS
+127.5%
+691.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | +11.3% | +13.5% | -2.2% | +5.2% |
| 3M | +11.4% | +15.2% | -3.7% | +3.6% |
| 6M | +35.6% | +47.0% | -11.4% | +10.9% |
| YTD | +20.7% | +13.9% | +6.8% | +9.7% |
| 1Y | +22.8% | +25.2% | -2.3% | +5.5% |
| 3Y | +73.4% | -25.3% | +98.8% | +92.3% |
| 5Y | +117.6% | -23.3% | +140.9% | +134.0% |
| 10Y | +818.4% | +126.0% | +692.4% | +461.0% |
| All | +818.4% | +127.5% | +691.0% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling