+76.0%
CTAS vs FE
+42.7%
+33.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +12.8% | +4.1% | +8.6% | +11.2% |
| 3M | +10.3% | -1.0% | +11.3% | +10.6% |
| 6M | +32.0% | +4.0% | +28.0% | +30.3% |
| YTD | +19.1% | +6.8% | +12.3% | +16.2% |
| 1Y | +21.5% | +5.3% | +16.2% | +19.0% |
| 3Y | +76.0% | +44.6% | +31.5% | +53.6% |
| All | +76.0% | +42.7% | +33.4% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling