+65.5%
CTAS vs FDS
-27.1%
+92.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | -0.2% | +9.0% | -9.2% | -2.2% |
| 3M | +11.7% | +18.9% | -7.2% | +7.1% |
| 6M | +0.7% | +35.1% | -34.4% | -6.5% |
| YTD | +7.4% | +5.5% | +1.9% | +6.7% |
| 1Y | -2.1% | -16.8% | +14.7% | +5.1% |
| All | +65.5% | -27.1% | +92.5% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling