+813.9%
CTAS vs FDS
+135.1%
+678.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -0.7% | -5.0% | +4.2% | +1.5% |
| 30D | +10.3% | +13.8% | -3.5% | +4.1% |
| 3M | +10.2% | +14.8% | -4.7% | +2.6% |
| 6M | +34.4% | +47.4% | -13.0% | +9.8% |
| YTD | +19.6% | +14.2% | +5.4% | +8.6% |
| 1Y | +21.8% | +26.6% | -4.9% | +3.9% |
| 3Y | +74.1% | -24.4% | +98.5% | +91.8% |
| 5Y | +114.0% | -22.6% | +136.7% | +129.1% |
| 10Y | +813.9% | +130.0% | +684.0% | +456.3% |
| All | +813.9% | +135.1% | +678.8% | +456.3% |
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