+818.4%
CTAS vs FE
+110.9%
+707.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +11.3% | +4.3% | +7.0% | +9.4% |
| 3M | +11.4% | +0.4% | +11.0% | +11.2% |
| 6M | +35.6% | +6.9% | +28.7% | +31.9% |
| YTD | +20.7% | +8.0% | +12.7% | +16.6% |
| 1Y | +22.8% | +4.8% | +18.0% | +20.0% |
| 3Y | +73.4% | +49.0% | +24.5% | +44.8% |
| 5Y | +117.6% | +46.2% | +71.4% | +81.7% |
| 10Y | +818.4% | +120.9% | +697.6% | +619.8% |
| All | +818.4% | +110.9% | +707.6% | +619.8% |
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