+6,868.0%
CTAS vs FDS
+10,290.2%
-3,422.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -0.7% | -5.0% | +4.2% | +0.9% |
| 30D | +10.3% | +13.8% | -3.5% | +5.8% |
| 3M | +10.2% | +14.8% | -4.7% | +4.8% |
| 6M | +34.4% | +47.4% | -13.0% | +16.9% |
| YTD | +19.6% | +14.2% | +5.4% | +11.1% |
| 1Y | +21.8% | +26.6% | -4.9% | +9.1% |
| 3Y | +74.1% | -24.4% | +98.5% | +82.3% |
| 5Y | +114.0% | -22.6% | +136.7% | +121.7% |
| 10Y | +813.9% | +130.0% | +684.0% | +581.1% |
| All | +6,868.0% | +10,290.2% | -3,422.2% | +2,078.2% |
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 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