+4,369.6%
CTAS vs FE
+561.4%
+3,808.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.8% | +1.9% | -3.8% | -2.6% |
| 30D | -0.2% | -1.2% | +1.0% | +0.2% |
| 3M | +11.7% | +3.5% | +8.2% | +10.2% |
| 6M | +0.7% | -6.1% | +6.8% | +3.0% |
| YTD | +7.4% | +7.6% | -0.2% | +4.1% |
| 1Y | -2.1% | +11.9% | -14.0% | -6.7% |
| 3Y | +62.9% | +48.4% | +14.5% | +37.7% |
| 5Y | +111.9% | +44.8% | +67.1% | +79.7% |
| 10Y | +652.2% | +115.9% | +536.3% | +428.2% |
| All | +4,369.6% | +561.4% | +3,808.1% | +1,706.7% |
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