+818.6%
CTAS vs FFIV
+124.6%
+694.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | +10.2% | -33.3% | +43.5% | +24.9% |
| 3M | +12.1% | -24.9% | +37.0% | +21.0% |
| 6M | +38.3% | -10.5% | +48.8% | +38.2% |
| YTD | +21.9% | +24.4% | -2.5% | +5.4% |
| 1Y | +24.0% | +32.3% | -8.2% | +4.5% |
| 3Y | +75.1% | +99.7% | -24.6% | +18.3% |
| 5Y | +116.9% | +38.4% | +78.5% | +69.0% |
| All | +818.6% | +124.6% | +694.0% | +421.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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