+4,857.6%
CTAS vs FE
+556.6%
+4,301.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | +12.8% | +4.1% | +8.6% | +11.0% |
| 3M | +10.3% | -1.0% | +11.3% | +10.7% |
| 6M | +32.0% | +4.0% | +28.0% | +29.9% |
| YTD | +19.1% | +6.8% | +12.3% | +15.8% |
| 1Y | +21.5% | +5.3% | +16.2% | +18.6% |
| 3Y | +76.0% | +44.6% | +31.5% | +50.5% |
| 5Y | +110.9% | +44.2% | +66.7% | +79.2% |
| 10Y | +849.8% | +107.3% | +742.5% | +578.1% |
| All | +4,857.6% | +556.6% | +4,301.0% | +1,909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling