+6,159.5%
CTAS vs FDS
+9,502.8%
-3,343.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.8% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -0.2% | +9.0% | -9.2% | -3.1% |
| 3M | +11.7% | +18.9% | -7.2% | +5.0% |
| 6M | +0.7% | +35.1% | -34.4% | -10.1% |
| YTD | +7.4% | +5.5% | +1.9% | +2.9% |
| 1Y | -2.1% | -16.8% | +14.7% | +0.5% |
| 3Y | +62.9% | -28.1% | +91.0% | +73.9% |
| 5Y | +111.9% | -17.4% | +129.3% | +116.0% |
| 10Y | +652.2% | +85.4% | +566.7% | +499.2% |
| All | +6,159.5% | +9,502.8% | -3,343.3% | +1,915.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling