+113.3%
CTAS vs FDS
-22.8%
+136.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +12.8% | +20.2% | -7.4% | +6.2% |
| 3M | +10.3% | +19.9% | -9.6% | +3.3% |
| 6M | +32.0% | +56.2% | -24.2% | +11.7% |
| YTD | +19.1% | +14.6% | +4.6% | +13.0% |
| 1Y | +21.5% | +31.6% | -10.1% | +7.2% |
| 3Y | +76.0% | -23.8% | +99.9% | +98.4% |
| All | +113.3% | -22.8% | +136.1% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling