+818.6%
CTAS vs FE
+123.7%
+694.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +10.2% | +3.9% | +6.4% | +8.5% |
| 3M | +12.1% | -0.1% | +12.2% | +12.1% |
| 6M | +38.3% | +6.1% | +32.2% | +34.9% |
| YTD | +21.9% | +8.1% | +13.8% | +17.7% |
| 1Y | +24.0% | +4.4% | +19.6% | +21.4% |
| 3Y | +75.1% | +49.0% | +26.1% | +46.2% |
| 5Y | +116.9% | +46.1% | +70.8% | +81.2% |
| All | +818.6% | +123.7% | +694.8% | +618.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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