+662.9%
CTAS vs FDS
+77.6%
+585.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.9% |
| 7D | 0.0% | -5.4% | +5.3% | +2.4% |
| 30D | -1.0% | +1.6% | -2.6% | -2.0% |
| 3M | +15.8% | +17.7% | -2.0% | +6.2% |
| 6M | -1.0% | +29.1% | -30.1% | -14.5% |
| YTD | +7.4% | +1.0% | +6.5% | +3.6% |
| 1Y | -0.1% | -21.6% | +21.5% | +9.1% |
| 3Y | +66.3% | -30.1% | +96.4% | +89.2% |
| 5Y | +111.0% | -20.7% | +131.7% | +119.8% |
| 10Y | +662.9% | +78.3% | +584.6% | +400.8% |
| All | +662.9% | +77.6% | +585.3% | +400.8% |
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