+810.7%
CTAS vs FE
+107.2%
+703.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +12.8% | +5.2% | +7.6% | +10.5% |
| 3M | +10.3% | 0.0% | +10.3% | +10.2% |
| 6M | +32.0% | +5.0% | +27.0% | +29.3% |
| YTD | +19.1% | +7.9% | +11.2% | +15.1% |
| 1Y | +21.5% | +6.3% | +15.1% | +18.0% |
| 3Y | +76.0% | +46.0% | +30.0% | +48.4% |
| 5Y | +110.9% | +45.6% | +65.2% | +76.5% |
| All | +810.7% | +107.2% | +703.5% | +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